[Nikolai]

Building for supplies is luxury. I have seen my nephew do when he played Reborn Ulm, but he was already winner, and was readying for final challenge battle by last opponent standing.

Fortress can increase income from province.
Fortress can gather materials for worthy troops.
Fortress can protect temple and preachers fighting enemy dominion.
Fortress can protect fragile mages doing research.
Fortress can keep large force threatening bypassing army.
Fortress can hide your secret activities in province from scout. (Example: summoning Tartarians) If no fortresses, scout will see them when he gets there. Even if you patrol, you catch him, and he sees them. Not so with fortress.

My dream place for fortified city is knight/elephant grassland province fully surrounded by mountains, in a chokepoint on border with enemy.