They already do to some extent. As long as the port you are in has ships of that faction that connect to another port that is closer, you can use the sea route. The AI does this. It is limited by the need for a chain of ships (trade route). Presently you can't jump from any port to any other port like a StarGate. Agents are different in that they wouldn't have trouble gaining passage as individuals through some means or another in various foreign ports. Armies on the other hand require real logistics. Not sure which you were asking about (trade route type connection or "StarGate" effect).