After reading through it again, I assume that the ships that are used HAVE to advance with the army.
But I have another question.
While it says you can only get 1 ship per turn, what about trading in armies? If you have several sets of three cards, can you trade in more than 1? While it does say if you have more than 5 cards you must play them or discard them, there is no rule that prohibits more than 1 set to be turned in.
Using a 2210 A.D./Godstorm precedent, the ships must move if you used their powers in the invasion; i.e. if you have a capital ship but don't roll a d8 you don't have to move the ship. I'm not sure if the rules cover this but that is how it works in previous Risk games.
Also, the rules *do* specifically state that you may only turn in one set of cards for extra reinforcements.