This problem happened to me when I deleted the original road nearb the industry and made a new, straighter one apparently close but the cargo didn’t seem to find it. I had to try and make some small road parts as close as possible to the industry then at some point it started working and found the station.
Other than that, if station is connected properly, only time I seen cargo walk was because of 2 reasons – bad frequency because of the slow horse drawn vehicles and relatively big distance (almost anything is too big for those), and secondly, if I set full load it screws with the travel time so I prefer not to use it nowadays. If frequency is good enough and enough vehicles, cargo will be transported anyway. I think maintenance is same, no need to pay for gas so as long as you estimate needed number of vehicles correctly it’s gonna work just fine.
@Maj_Solo: It was the same in railroad tycoon 3, and I find it quite realistic and interesting (although sometimes a pain in the ass), graphic doesn’t show it but what it simulates is the people that transport the stuff when there’s no efficient transport method. Stuff was transported and traded way before transport companies existed and it continues to do so where infrastructure is weak.