Actually Danny, Ft Sill was built because Custer did not like the commander at Ft Cobb. He thought the Post Commander was "too soft" on the Indians and decided to build his own fort further south, so he could control the Indians better. Thus creating the demise of Ft. Cobb.
This was done after he attacked Black Kettle on the Washita, he had been working out of "Camp", now Ft. Supply, but needed his base of operations to be further South. Camp Supply was established as a mid-base between Ft. Hayes and Ft. Cobb until Custer had his falling out with the Ft. Cobb commander.