What I mean is the fortress produces goods. People come to the fortress to sell stuff from other lands and to buy stuff from the fortress. Why should the fortress itself send out caravans or, in other words, become yet another trader?
We need to be careful not to start the whole capitalism vs communism thing again here.
But essentially the "state" usually only needs to invest in trade when it comes to creating new routes or something, such as building a harbour and boats and sending them out to discover america.
Let us assume that the socio-economic Status Quo which shall remain nameless is in place in order to avoid any such 'thing' from happening.
Fortress A produces a caravan which it then sends to Fortress B to trade copper for cloth. Fortress A wants cloth and produces copper, Fortress B wants copper and produces cloth, which Fortress A wants. The fact that the two fortresses produce what the other wants means that there is a potential trade route between the two, the question here is why did Fortress A not simply wait for Fortress B to send a caravan to it?
The answer I think is what is called
'First Movers Advantage', once Fortress A has sent a caravan to Fortress B the profits of the caravan trading with Fortress B go to Fortress A and not merely the cloth from Fortress B; it can therefore get more cloth in return for it's copper basically. However once it has 'moved', Fortress B is unable to recipricate by sending a caravan of it's own to Fortress A because the result is a direct competition between the two caravans. The act of creating the second competing caravan is
Mutually-assured Destruction for both parties, since once there are two caravans both settlements can force eachothers caravans to trade at a loss, since if they do not get what they want from the caravan that visited their fortress their own caravan can buy it from the other fortress anyway. Complicated isn't it?
Thing is that in order to make economic sense a caravan must make a profit, that is because the resources and labour used by the caravan would otherwise be employed elsewhere by the fortress whose caravan it is. The end result of the situation above mentioned, where both settlements send a caravan to eachother is that both settlements end up paying the cost of a caravan and neither settlement can make a profit to cover that cost. This means that what drives the creation of caravans (or trading ships or river barges for that matter) is a race to 'own' as much of the trade as possible along a particular route because once you own the trade route between two settlements, then nobody can compete with you along the exact same route without the result being thedestruction of both you and them.
A settlement is thus willing to undergo the initial cost of creating a caravan as opposed to waiting for it's neighbor to do so because whoever moves first gets to 'own' the route forever, not in the legal sense but because anybody who invests in setting up a rival along the exact same route stands to ruin themselves. This means that their is a scramble to snap up as many profitable trade routes as possible, a scramble that could easily result in war; you pay the expense of setting up your caravans in order to grab trading 'territory' rather than allow others to take that 'territory'.