Not sure if this is what you're asking, but for the "synchronize movement" command the units need to start in the same province. It should work with any units (divisions, corps, armies) so long as they begin the turn in the same province. TEAW is a little different from some other Ageod games with respect to Armies and Corps. In TEAW, the Corps aren't attached to Armies or GHQs the same way they are in CW2, for example. Instead, all units sort of act independently (unless they're "inside" another unit). The benefit to making armies is the increase in command points so you can stuff more components in.
What *does* happen is March to the Sound of the Guns (MTSG). Basically, any unit next to the fighting has a (good?) chance to enter combat. I don't know the modifiers that affect the chance to join combat, but in my experience it happens way more often than not. This is really helpful on the defensive, since you don't need to be super strong in any one place so long as you have overlapping strength along your line.
What's probably happening in your case is Hindenburg is initiating combat and pulling along nearby Armies, Corps, etc. Hindenburg will take a lot of the brunt of the initial fighting, but the reinforcements should help spread that out a little. I honestly don't rely on the synchronize movement command much, and instead just keep strong units near where I want to fight.
Hope that helps. Good luck!