So if you have two oil rigs and two refinery, one each on opposite corners of the map, you are better off making the oil cross the whole map than the obviously more efficient way of connecting each oil rig with the neighboring refinery.
Anyway, still an outstanding game!
Cargodist is one way around this as the cargo has a set destinations when generated, but for performance reasons it only considers connected industries so it still relies a bit on the player being "honest".
The FIRS newGRF industry model is another. Rather than secondary industries scaling their output infinitely with input, they have a max output reached when a threshold of different input types is provided, which encourages you to connect up other instances to get more cargo.
On the electrical grid, if a German producer sells to Italy, while an Italian producer sells to Germany, both will end with less money than if both sold locally. Not much less, because the grid operator will arrange things for them to actually sell locally, while billing the remote party, but they will lose some money.
The thing with TTD is that it's from the point of view of the transporter, and the transporter obviously gain more money for carrying things further away. The grid owner also gets more money on the scenario that both parties are exporting their energy, that's why the producers get less. The thing that is not realistic on TTD is that you get to choose where you will transport things to. That doesn't happen on the real world.
Still, putting more trains on that same track, so oil was never waiting to be loaded, rose my ratings and rig started giving me bigger share of oil.
That and train breakdowns... Hate them :)
There is an option in the settings page to set the frequency of vehicle breakdowns to low or none.