Why do units stop when underfire?

Well I suggest on land not putting all your forces into a battle and keeping some of it back in order to use as reinforcements, only send what you need to win into the battle and funnel more units in as needed but don't commit a whole army except in critical war-winning battles, in this way if it becomes clear your army is losing and committing the rest of your forces wouldn't change that, you can have your reserves fall back, abandoning a small force in a land battle is better than losing the whole army and some people will count on you rushing a large army to attack and will leave an area lightly defended to lure you, when you attack they will send in more ground forces to pin you and bring in artillery and aircraft to wipe out your army. At sea you should have destroyers scout ahead of your main fleet on the course you intend to take and if possible patrolling other nearby routes to catch subs before they get close to your main battlegroup. While the game is unrealistic in not allowing a withdrawal of engaged units behaving cautiously and using scouting and patrol tactics can make the lack of ability to retreat irrelevant.

All i want is my units to make it from one end of the sea to there other with out having to split them up. I have no anti sub at the moment and it does not make any sense why this is like this.

If you build a fleet without an destroyer escort *land unit transports need a destroyer escort especially* your fleet will never get far, destroyers also absorb damage and provide good support against aircraft for the larger ships. And it makes perfect since based upon the basic concepts of naval warfare, Large slow ships= vulnerable to submarine in real life convoys and lone capital ships would be ambushed by sub packs so in WW1 they found out that giving destroyers depth charges and using speed and maneuverability to hunt the subs was the only way to defend the other ships with active patrols or at least quick intercepts of enemy subs.

Before you engage in anymore naval battles build some destroyers for your fleet/s, I suggest you start off any fleet with 4 destroyers and add another destroyer for each cruiser and battleship you add.