There were supply lines even 2000 years ago, the Romans used them to supply their armies while fighting in foreign lands, and the lines were pretty neatly set up, not some kind of disorganized mess. There is an illusion that supply lines did not exist because of one simple matter. Most of the wars took place close to home provinces, so basic supplies and foraging/looting were more than enough in most situations.
EDIT: The most used kind of supply line were the rivers/water access by the way, because it allowed fast/easy access for large quantities of supplies, including troop supplies.
Nonsense.
Cato was quite frank that "War should feed itself". And they did. The typical Roman approach was to take a large quantity of specie or trade goods and buy goods from the locals. Failing that they sent out deni to forage. We have copious examples of documents detailing Roman efforts to acquire food, firewood, clothing, and even some weaponry in theater, we have basically nothing for supply lines as commonly understood (i.e. continuous shipping of material from the rear to the front).
When the Romans, or anyone else, supplied troops from the rear it was not because it was fast - it was because it was the only option that was possible. Overland supply requires draft animals (the Romans were partial to donkeys). For a large enough army (and that is basically all of them in the EUIV era), the draft animals will consume more fodder than there is frontage for the army. For any army, grazing your draft animals will make your armies ponderously slow. This results in a rocketry equation for fodder hauling. You need draft animals to haul fodder, which requires more draft animals hauling more fodder. Trivially small distance proved impossible in the real world (e.g. Gustavus Adolphus was stymied by being unable to establish a supply line 100 km long; Louis XIV was not able to supply sieges less than 200 km from French bastions).
Even ships tended to be terrible at supplying armies. The British tried to supply their forces in the American Revolution with food from home. It failed. Miserably. They then promptly gave up and reverted back to their SOP of buying/foraging for supplies.
"Supplies" in this era typically meant two things: money and orders. Maintaining communications so as to avoid wastes like the Battle of New Orleans was extremely important, with our instant communications this is utterly missing from the game. Money was a major thing and with enough gold flowing any material hardship could be overcome. Powder was the biggest good actually shipped from the rear, but this was only consumed by actual battles, often could be bought (e.g. the Dutch supplied the majority of Spanish gunpowder in the 80 Years War), and even that was terribly difficult to transport.
Frankly what happened to you is pretty historical. Armies routinely recruited from the territories across which they fought/retreated. Armies were always polyglot and massive amounts of the manpower in them were from local recruits. Cortez, for instance, saw his effective manpower increase steadily during his campaign as he recruited local fighters. Pizarro managed the same feat. As did a number of Ottoman armies, the Mughals, Marlborough, Napoleon (fun fact, by the end of Russian campaign the majority of Grande Armee was German/Polish due to this tendency), Gustavus Adolphus, and basically every other capable general of the era. We have historical records of forces increasing the effective manpower thousands of miles from home, at no expense,
The real ahistorical kludge of EUIV has been its use of internal limits to check expansion. This basically never happened in the EUIV era. The Mughals drastically increased their effective manpower throughout the earliest campaigns. They faltered when the came up against states that could resist them. Monarch points, "cores", fixed length nationalism, colony/coring range (I mean seriously, the Philippines were colonized from Western Mexico), and everything else is
far less historical that reinforcements on retreat.
