Resources aren't transferred 'automatically' from overseas. This is in keeping with how things happen in real life. The logical gameplay reason for this is that if resources are transferred automatically, convoy raiding becomes much less effective against imperial island nations like the UK, which gets most of it's resources from it's far flung empire. Not having internal resource convoys would also make it even more tempting to go and invade small nations that have the resources you need at the other end of the world, instead of trading with them, because by annexing them you would avoid having to run a long and exposed convoy to get the resources to your Industry.
With 'automatical' resource transfers, it could become a viable strategy, for example, for Germany, to invade Venezuela after securing transit rights from Portugal, the Netherlands, Brazil etc. (any nation that is, or has territories, within 3.000 km of Venezuela's coast will do). To secure that South-American oil and then use that oil to fight a subsequent European war... This would make no sense irl because as soon as you're at war with the British, the Royal Navy would just sink every single one of your tankers going back and forth. The only way it could maybe make sense is if you build a massive navy to defend your tankers, but then you're never going to churn out enough planes and tanks to win on the Eastern front. (not to mention that the OTL Britain would probably put it's then massive shipbuilding industry into overdrive in response and end up out-building Germany anyway.) Internal resource convoys were crucial in the war, both in the Atlantic (Axis navies hunting British convoys in an attempt to cripple it's industry) and the Pacific (Allied submarines doing the same to cripple Japan's Industry.)