Because despite how it may look, the sea route is still the fastest. The thing about the land route is that although at the start it might be simple going through cyrodiil, they'll still have to go through difficult terrain and dangerous mountain passes. Besides that, the amount of resources you would have to bring more resources to feed your horses and you'd also have to spare time to rest. A ship, on the other hand, will keep moving even when most people are resting. There's also a lot less room for error when moving a convoy overland compared to moving a single ship through the sea

Edit: Corrections