Two random suggestions:
Have the happiness / healthiness bonus of a traded resource degrade depending on the distance (which in itself would depend on technologies); France buying German fur would be 1 (full) happiness, but France buying Arabian dye would be 0.5 happiness, and France buying Chinese incense would be 0.25 happiness (I'd limit the values to 1, 0.5, and 0.25, for convenience). Astronomy (or perhaps a tiny bit later) would remove this limit.
Random sidenote: The world, just before WWI, was more interconnected (trade, travel...) than our current world is (because our Africa and Middle-East are a stereotypically poor place full of violence and nastiness), I believe.
As for the second suggestion, I'm unsure if it's in-game already, but if France borders Germany, which borders Poland, and there is no other route to Poland but one through Germany, can France trade with Poland, if France has no open borders with Germany?
Because it seems very unlikely that, say, Rome can trade with China, but I've seen it happen. Maybe require not merely the knowledge of 'oh, there's a road or a coastal route here', but, for the parts that aren't covered in culture, require line of sight (units; no fog)?