There are old, old problems with pathing that far predate the invention of forts. The automatic pathing algorithm simply cannot be relied upon to track the fastest path between two tiles.
One easy example of this is the two open ocean tiles to the west of France, "Western Approaches" and "Bay of Biscay". Going through "Western Approaches" (the outer tile) is one day faster than through Bay of Biscay. But if you set a path around that part of Western Europe, the algorithm will pick one of the two seemingly at random.
That's just one example, but this type of suboptimal pathing happens in every region of the map, on land and at sea, I'd say at least 50% of the time. And it's not just a waste of a single day; many of these bad paths (especially in places like South America, Persia, the steppes) can cost weeks of wasted travel time.
After thousands of hours observing this behavior, I have a hunch that the algorithm does something like orient itself towards its destination like a compass each tile, in order to "guess" which tile should be next on the path, rather than exhaustively determining which sequence of tiles produces the shortest travel time. Even if that's not the exact mechanism, there's clearly some flawed heuristic at work.
Maybe there's performance reasons that the calculations can't be more exhaustive, but even if that's the case, I would really really like to see this improved upon. It's been a constant irritation pretty much as long as I can remember.