While I agree with what many people have already stated, that HOI4's supply system is far more player-friendly than HOI3's system, as well as that it is unlikely we'll see much improvement to the current system in some future patch or expansion, I think it is important to say that the simplicity of HOI4's supply system results in not just a failure to match historical realities of the war, but also fails to allow for inventiveness on the player's part with how to use these mechanics. So as a result, grand strategy veterans hungering for a good simulation are left unsatisfied, and players of beginner or intermediate skill - such as myself - are left uncertain and confused as to how to remedy certain situations they find in their own breakthroughs.
For example, right now I'm having a post-European conquest Germany try to invade India via Afghanistan and while I originally THOUGHT that I had upgraded the local infrastructure sufficiently for my plans, it quickly becomes evident that I did not. So my offensive stalls, even when I had believed that I was playing the game appropriately. It seems that a lack of infrastructure in a province being invaded is more of a boon to a defender than a deficit, as it's impossible for an attacker to do anything about local logistical issues until they completely own the state in question. There is no real clever solution to supply issues, as was sometimes the case in HOI3 - like how a pocket or paradrop could be supplied via air transports through an airport. Airports and air transports have nothing to do with supply, only naval bases and naval convoys do, which means he who controls the ports controls the offensive - as it were. While this is certainly a basic simulation of historical realities, it doesn't give players many options. It's not about complexity or realism at this point, it's more about what is a player's recourse if they find themselves in an unfavorable situation. What can I do for my Offensive in Afghanistan that will help it push through? Well, nothing. I guess I have to invade India through a port like I'm 'supposed to', and not try to go over the Alps as it were.
Which is really just sad. There should be mechanics for clever solutions and unexpected tactics like that. I can understand why my offensive stalled, I'm invading over deserts and mountains, but there must be something I should be able to do about it while I'm preparing that will let me counter those problems. As people have mentioned, Red Ball Expresses would be an interesting mechanic. So would being able to paradrop supplies, or there being some distinction in the game between roads (muddy! difficult to upgrade in rough terrain! No autobanns through Siberia!) and railroads (what you SHOULD be using to supply troops going to Afghanistan or Siberia, but are easily interdicted and won't help movement speed of troops), or whatever.
While yes, it is unlikely for us to see an improvement in the logistical mechanics in HOI4, I think they're beyond necessary for the future health of the game. HOI4 has gotten a lot better than it was at launch, but even I - as a player of intermediary skill - am frustrated by how little I can actually do. If I want to build an autobann through conquered Europe, let me go do that. Make that different from when I want to build a railroad through Siberia to keep my troops from starving. Reward players for being clever and learning the game, don't make everyone play in the sandbox because some of us (of which I am one) have a bit of trouble mastering it.