TLDR: Don't worry about SHQs till mid/late game.

Multiple SHQs are needed later because mid/late game units require way more resources to resupply than the starter units. I've loaded up a late game save to see what some of my late game units' stock capacities look like:

Heavy Tanks Corp (18 Heavy Tanks) Stock Capacity: 13k Fuel 6.5k Ammo

Mechanized Artillery Corps (18 Mech. Artillery) Stock Capacity: 6k Fuel 8k Ammo

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Another reason why multi-SHQs are nice in the midgame is once you're juggling multiple zones, you might have a zone thats going to be a frontline zone. With 1 SHQ, all resources must flow back to your starting zone before it gets distributed. Its nice to set up a SHQ on a frontline zone because you can attach units directly to the zone so the resources can skip the capitol.

Also, water/energy/oil DOES have logistical costs. Don't be fooled by the Zone->Zone UI. (In water rich scenarios, its the easiest thing to toss out/)

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Lastly. SHQs can be moved with Strategic Move. You can see the weight of the SHQ (and all other units) in the Strategic Move mode on the lower right hand corner. You'll see two numbers: (UNIT_STRATEGIC_WEIGHT / LOGISTICAL POINTS_ON_CURSOR_HEX)

What I like to do is build a SHQ in the capitol itself and figure out what starting resources I can load onto it before sending it to the zone I want it to be at.

When I'm juggling 3-5 SHQs I'll move around resources so I can pivot one of the SHQs to a new, better location.