I did discover a strange "work around" for this. Let's say you want Germany to connect to Switzerland, but you want entering Switzerland to take 2 movement.
What you can do is create a dummy territory, call it Dummy 1. It has center data, but just a 1 pixel polygon file.
Germany connects to Dummy 1, Dummy 1 connects to Switzerland. Germany DOES NOT connect to Switzerland. A human player can't actually enter Dummy 1. Now when Germany moves into Switzerland, he needs two movement.
There are a ton of issues here though. AI will be able to end movement in Dummy 1, units with only 1 movement can never enter Switzerland, and you are forced to have all unit types face the 2 movement penalty.
On the idea being developed, ideally there would be a property we could set as true false. Something like "A Unit needs the full movement amount to enter rough terrain".
So it its true, a tank with 1 movement left cannot enter a forest that needs 2 movement.
If its false, a tank with 1 movement could enter a mountain that requires 200 movement (like in Civilization 5).