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The other thing is if they reach skill 5 they can choose a favorite tactic. You gt bonus chances to get that tactic from field marshal and general. The tactic for those officer may not even benefit other armies you have. Offense armies want tactics like Blitz, Suppressive Barrage, etc, while a defense army wants things like Overwhelming Firepower for a tactic.
For basic infantry army you do regional like you are thinking because most those generals will probably never even see combat. Like for example, as UK you got about 3 armies to secure UK, about 5-6 to secure Africa, 2-3 to secure Middle East, 10 or so to secure India. Simply because after your offensive force has swept through and eliminated the enemy the combat is pretty much over in the area. Those armies are just there to prevent other countries from doing a naval invasion and retaking it within a few weeks.
The final factor is most generals and field marshals are only going to reach maybe level 6 or so and even then that is only if you see heavy fighting. Which means the traits earned are pretty limited so it makes sense to keep them separated.
Now as far as history goes, I think the game is missing another step in the chain of command, Theatre commanders.