The benefits of annex is better overall throughput and over time the benefits increase, the downside is that if the area is traffic for supplies for a large army it can be painful and best to manually avoid supply lines across it by either setting up an airbridge across the annex gap or if its possible set a manual convoy around the territory.
With throughput do you mean? For supply? If that is the case why is it harder to trace supplies across such an area? The constant 6% rr in annexed territory would indicate that tracing supplies across such an area indeed should be worse than conquered territories but then what throughput do you mean?