You need to move a certain distance to the target each turn.
Having agents with the army will prevent you from doing this.
Some paths, such as that from spain, will not count as having moved towards the target (moving south through the iberian peninsula, for example, is not moving towards the holy land) and the best way to get around this is to travel by ship, taking advantage of the cheap crusader merc ships.
It's a good idea to land each turn, though, in case you get caught in a naval battle.
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