Spoiler (click to reveal)
the goods in question (each "unit" of which is enough lumber/iron/whatever to fill half the hold on a basic ship) is on the other side of the island from your colony. The land between your and that tribe/whatever that has the goods is rough/mountainous/jungle/whatever, and if there are any roads, they are rudimentary at best. In short, the only feasible way to transport the goods is by ship.
If you need further rationalization, the purse-strings are held by you and your captains -- which is why you have to provide the colonies with an allowance before they are willing to get out of bed on your behalf.