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The out of memory can happen when you are running a very long distance route. So if you have a New York to Los Angeles route, then with the hierarchy the Network Analyst solver can exploit use the hierarchy of the roads (highways) to find the answer quickly. But if you turn off the hierarchy then it has to analyze every edge in the network. And in this North America dataset is very large (about 30+ million edges) and you can get out of memory. The other network datasets that did not have hierarchy and worked for routing are probably much smaller network datasets and thus can be used to solve for exact shortest path.
When hierarchy is ON, the route solver is not solving on primary roads only. It is looking at other local roads as well. But it favors using the hierarchy and searches less on the lower hierarchy road.
Are you getting bad routes with hierarchy ON? What is your use case for long distance routing that should avoid higher level roads?
When you solve in Network Analyst using streetmap data, the default is to minimize travel time. Bring up the properties of the route layer and on the analysis tab, change the impedance attribute from Time to Length and then solve again. You should get a smaller "length" route.