More province's has many advantages and maybe also some disatvantages.
One of the best advantage i can think of is for minor nations.Atleast 1 province minors will be very scarce ,and if you have an area with a hughe amount of small nations (like south Germany for ex) then you dont need to sacrifice some nation's.See in AON (EUII mod) some nations had to be sacrifised because the province they were in was so big that more minor's would have historicly been in that place ,thus forcing the modder to place only the most important one there.Also for reasons of conquering ,as in Aon they sometimes had to hive a nation a core on a province were historicly they only held a part of it ,and another nation an core on the same province since they held the other part of it.
Believe me ,there are many EUII modmakers that have come many times to a situation were they wished they could have devided a province in two due to historical reasons.