There are nerves that run up the ball of your foot between the second and third toes. Usually, too much pressure on these nerves is what causes numbness in your feet when cycling. You might be able to relieve it if you offset the pressure by loosening your shoes on top a little bit (so the pressed nerve doesn't meet resistance from the direction it's pushed -- think "rock and a hard place" --- what you want is "rock and soft place".) If the thinner socks are helping, chance are this is why -- you've created less resistance to the push on the soles of your feet. But pretty much everything folks suggested here are viable options too, which makes sense since this is a very common issue and chances are most of us have run into it before. The reason it's more noticeable on the road is that you tend to push harder because your gearing is higher and road shoes often have a less pliant sole (though not always -- carbon soles on MTB shoes are pretty commonplace now.)
I had this issue a few years ago when I was really piling on my training volume for a few big endurance races I was doing in '09. It would start with a burning on the soles of my feet and steadily get worse until my whole foot would go hot and then numb. I ultimately combined ChrisRU's solution with a softer soled shoe. I moved my cleats back more toward the center of my arch, which sounds weird to a lot of cyclists, but it completely took the pressure of pushing my toes forward out of the equation, with the ancillary benefit of minimizing the effect of the "dead spot" in my pedal stroke -- by spreading the effort over my entire foot more, I transition from downstroke to upstroke much more fluidly. (Personally, I think most cyclists would benefit from keeping their cleats as close to dead center of their foot as possible, but I've heard pretty good arguments both ways so I think it ultimately comes down to preference. And it definitely takes some getting used to.)
I also started differentiating my "endurance" shoes from my "XC" shoes. My XC shoes are carbon-soled and super rigid Bontrager RXL's. My endurance shoes are actually the cheaper RL's. They're similar enough in fit to not be a problem that way, but the RL's have just enough give to keep the sole of my foot happy. I actually discovered this by accident when I was desperate to find a solution to my burning feet one week before a 12 hour race -- I had actually forgotten to pack my shoes for a training ride and wore the RL's I had in the back of my car instead. I was really surprised but it worked for me -- never felt pain the whole ride -- and I've been using them ever since. Even on my SS, when I have to put more effort into the pedal stroke on climbs, I find that for longer events I still prefer the RL's. I mean, they still have a carbon strip running down the sole, so it's not a lot of flex I'm talking about here, but it's not the entire sole itself like on the RXL and that little bit of movement is enough to keep the pressure from becoming too much on a long ride.
If you've solved the issue with thinner socks, that's great! But if it comes back, these ideas might work, too. Good luck!
