Firstly, you're making a pretty big mistake here, and that is assuming that Spain was a belligerent. It was not. Spain, though fascist under Franco, was not a German ally (despite a tacit permission of sending several thousand men as volunteers to Germany, but they only fought on the Eastern Front). Indeed, Hitler's attempts to bring the Spanish into the war were met with failure, as during the negotiations, Spain repeatedly put forth demands that Germany would never had agreed to - namely in terms of military aid that would have put an undue burden upon the German industrial base to fulfill, and which if the equipment was licensed, the Spanish economy would have been unable to fulfill either due to a relatively limited industrial base.

Further, even if Spain was a belligerent, there are some very good strategic reasons to avoid invading via Spain. Firstly, the fact that the Iberian peninsula, despite being part of Europe is in very many ways a distinct strategic realm unto itself. The Pyrenees are a relatively formidable mountain range, and there are practical strategic concerns (that were repeatedly borne out in the course of the Italian campaign) about fighting in mountains and rugged terrain.

Beyond that, there's also the political angle. Franco may have been fascist, and had many pro-German policies (submarine and naval bases, intelligence cooperation, and the like), but they never threw their hat in with the Germans, as I mentioned. As the Western Allies were fighting a war against German aggression, it would have been politically very difficult to rationalize them proactively declaring war on Spain, who had basically announced, to varying degrees of firmness, its commitment to remaining out of the war.