In order to build intersecting bridges, the build menu needs to be quit and re-entered (or a bridge task needs to be placed at a different location first). Otherwise, the build task can't be placed. The same thing will happen for both liquid and gas bridges.
1) Select a bridge from the build menu. 2) Place down a bridge 3) Press [O] to rotate 4) Try to place an intersecting bridge 5) It will fail, unless another bridge is placed at a different location first, or the menu is exited and reentered