They weren't going to actually have any artillery until they capture a port. The idea was that the mighty Luftwaffe would act as an artillery substitute.
This kinda ties in with what I've said before, namely that interwar and early war everyone grossly overestimated how their own airplanes would totally rule the skies unopposed.
To Germany's partial credit, though, things had kinda worked out for them that way before, so they weren't ENTIRELY wrong to learn that lesson. In the Spanish civil war, really, the worst they had to deal with were Russian fighters, which weren't all that horrible for the time, but Soviet pilot training was two steps beyond crap. Then in Poland they did manage to neutralize most of the Polish airforce early on the ground. And in France it did fairly OK, albeit partially due to the fact that the majority of French fighters were hampered by a weaker engine than the original design specified. (Government cost cutting FTW

) And due to the fact that the RAF mostly stayed out of it, so there was no real feel for what it can do.
So, you know, until the battle of Britain, there was no real indication that they're grossly overestimating how good their aircraft were against the RAF.
Add to that a regime and military who was quite eager to drink deep and greedily of their own Kool Aid, and you can see where that's going.
We're talking the same guys who, as was said before, were told exactly where and when they'll run out of supplies in Barbarossa, and... just went on to believe really hard that if they just kicked in the door hard enough, the whole rotten edifice would fall down before that.
Also the same guys who were cooperating with the Soviets on tanks and stuff, and yet somehow managed to be completely surprised that the Soviets had over 22,000 tanks in '41. Compared to the around 4000 that the Germans brought along.
Basically there was a lot of magical thinking even when they had no reason to think something. Add some initial successes that did give them reason to think they rule, and yeah, they kinda ran with it.