It comes down to operating cost per ton/mile. Put two locomotives on that coal drag or iron ore train, and it will move faster- but you just doubled your locomotive cost. For cargoes like goods and food that are more time sensitive, yeah, I use fast trains. But for nonperishable cargoes, I tend to run long, slow trains. This lets you take advantage of slow, powerful locomotives.
When I can, I tend to dump coal/iron ore at a transfer station using either small locomotives or trucks, then use unit trains on 'full load' to move it to the final destination.
So part of it's a problem with my settings, but part of it is UKRS? And why would you not want a cargo train to run as fast as possible? How does the freight multiplier work?
I've been using trains that universally max out at 4 grid squares long. I'm also still trying to learn about mainline/sideline/branch line, and how to properly build an effective network. What I've been doing is building a R__L mainline and then running lines off to my RoRo stations at each industry from there.
How does a transfer station work? Just build a station, have my iron/coal trains go there, with "transfer" orders? Then a second train on "full load" picks up fro there before unloading at the final destination?