well, i think this is one of the flaws of the AI controlled Army.. this thing annoys me too and so i tend to only use AI control in small scale war like invade yugoslavia as germany. i think there are somethings else you can do:
1. you can create smaller but more theaters, the AI will never send their troops outside the designed theater area.
2. use AI control at lower or higher level HQ, like armygroup or corps
3. design targets closer to each other
4. manually put troops garrison the important port or VP at the edge of a theater so the AI wont bother send their troops there.
hope these could help
