Interesting idea! Don't know much about the UEF/Whatever else is in the Supreme Commander universe, one of the few RTS games I haven't played but I know people who did, very good base building
I couldn't answer the naval one with anything original. Gonna say something anyone else would say, but- they could maybe find a way to develop ships of their own? In Supreme Commander you can develop things at a ridiculously fast pace, I'd even go as far to argue that the ground forces could develop a large cannon or some sort of secret submerged vessel with missile capabilities, shoot a Star Destroyer/Star Cruiser out of the air and then have the scouts and mech marines scavenge and secure the downed space ship. And then given how quick the forces in the Supreme Commander universe can construct/build things, it shouldn't be too hard for them to build massive space-fairing vessels to counter enemy forces in orbit. Should be really easy to reverse-engineer, they seem to jump tech levels fine.
As to why the people in the Star Wars universe might not just bombard everything to smithereens ...Iiittt depends. If we're talking the Alliance or any 'good guy' faction- moral implications I suppose. They might want to capture or get their hands on whoever is controlling the enemy ground forces and do interrogation. As for the Dark Side and all around 'bad guys' I guess that'd be different. Maybe the Supreme Commander guys operate on a more down-low level, they don't build bases too big, try to stay below the radar and down Star Destroyers in orbit some way- maybe all those aircraft can be modified to go into space? X-Wings proved effective against the Empire, I'm sure there could be fictional fighters designed to do the same level of damage. Once they down a couple of Star Destroyers, reverse engineer, build spaceships, then they have their orbit secure.
On the other hand, for the Star Wars universe countering the Supreme Commander ground forces...
Given how demographically dense the Star Wars universe (Especially if we just count Humans, who seem to be nearly everywhere and the Empire was fully capable of keeping the majority of aliens out of military service and maintained strict control over vast swaths of the Galaxy) It, well...
It'd be morally wrong I suppose, but constant wave tactics of infantry and military units while pumping out vehicles on overtime could try and drag the Supreme Commander forces into a stalemate. A bit like WW2 I suppose, the idea of Total War, all industries committed to the war effort, tons of conscription, etc. I guess it'd seem like a threat similar to the Yuuzhan Vong if the Supreme Commander forces could jump from planet and planet and keep building bases..
The Star Wars Universe is also known for building massive droid armies but, I'd get why those couldn't be considered given how they both require lots of money and are nowhere nearly as effective as the Supreme Commander mechs.