I think sprites should show the brigades attached as well. If you have an artillery brigade, you would see an artillery piece next to the infantry soldiers...
You can have up to five brigades in a Div. So what if you have an Inf.Bde plus an Art, AC, ENG, R.Art? And more than one Div in the province which has different Bde's attached?
I think this is a limitation of the EUIII engine - there can only be one sprite/counter in each province, and it can only represent the most important type of the Bde's making up the unit(s).