The same way they replenish their bombardment cannon shells. You're advocating removing one weapons system because it requires resupply and replacing it with another weapon that has the same need. In addition, torpedoes suck at long range anti-ship duties since all but the most daft opponents tent to intercept them or move out of the way long before their ships are threatened by the torpedoes.
I'm advocating it because in fluff macrocannon projectiles are, comparatively, plentiful. They're available via a large number of sources. Torps, however, are fairly rare, with forge worlds and high end hive worlds being the two locations they're readily available (relatively speaking). While they can be acquired elsewhere, their relative rarity outside IN supply lines makes them difficult to find.
You'd be amazed the number of times I've had opponents who had not played against me before pick up my fleet list and re-read it when the torps they thought they dodged turned around and nailed something. Guided is a wonderful upgrade, and you'd be amazed how many opponents ignore it the first time around because, like Horizon, they think I'm mad to use it. It jerks around people's preconceptions of how to deal with torp heavy IN, since they see 'IN' but have to think more 'Tau'. Against the same people over and over again it has little effect, but can catch an opponent in tourney by surprise.
There are cases in official background where SCs have lances but these seem to be character ships or at the very least very very rare. They're not really worth putting in the list.
SM fleets could be resupplied at space stations, transports, forge ships or even BaBs!
I'd say rare more then character ships.
Llyan (Storm Warriors, Lance) [The Emperor's Will, Inferno]
Tigris (Storm Warriors, Lance) [The Emperor's Will, Inferno]
Malevolant (Blood Angels, probable lance) [Soul Hunter]
Aurora (Imperial Fists, Lance) [Rynns World]
Verde (Imperial Fists, Lance)[Rynn's World]
Three unnamed strike cruisers (Marines Vindicant, Lance) [Planetstrike]
BTW: make sure you actually play the SM ships. If you do like I did in my playtest a while back during FAQ testing and play against them D'Art will claim it doesn't count.