Controlling a Province allows you to build Provincial Units and some of these are quite good. Provinces create less Decadence than a group of regions, which is very good. Also, the total food and infrastructure of a Province are averaged over the regions, allowing small ones to grow more rapidly. I loaded my Sarmatian campaign and was able to process turn 502, so the game can continue, although I don't know how long.
I'm the 51st shade of gray. Eat, pray, Charge!