I think that divisions within the army receive a limited bonus from the army headquarters (or at the very least being in the same stack with an army commander). However, in order to receive the full command chain bonus, you would need to take the time to form the Army->Corps->Division order of battle.
This is set up this way in the Bull Run Scenario intentionally
1. First, it is historically accurate (see these links):
http://en.wikipedia.org/wiki/First_Battle_of_Bull_Run
http://en.wikipedia.org/wiki/First_Bull_Run_Union_order_of_battle
2. Second, this works out well to simulate the challenges that both armies experienced during the First Bull Run Campaign. At this point everyone was new to leading bodies of troops this large into battle. Consequently, there were all sorts of command problems due to inexperience.
In other words, in the grand campaign, as the Union player you could choose to hold back and not march on Richmond until you had enough Corps leaders available to form a "properly-led" army. Historically, McDowell did not have the luxury of waiting
