I think the problem is how supply system works in the game. Supply is by the state so it doesn't matter if you are in the coast or 300km inland as long as you are in the same state. It is actually beneficial to expand inland to other states as fast as you can to even the supply load to multiple states.
It's only one part of the problem that also ties in with no need for convoys to supply armies abroad. The fact that navies and air forces need no supplies makes it easier to keep an army on the move attacking without ever having to stop to regain supplies. Most armies or division in peace live off the land in HOI4, they rarely need supplies or replacements since they can live off the state they are in. When China goes to war with Japan very few convoys are used sometimes only one ship to supply a entire army fighting.