Unfortunately, you don’t get the cruiser bombardment.
You have to bring the transports + escorting naval units into the SZ during combat move phase, unloading only if the battle in the SZ is successful. You can’t choose whether or not the Cruiser participates so it can get a bombardment.
More importantly, this also means that you cannot bring the transport from SZ13 (south of France) to aid your Sealion attempt, as the UK Navy off Gibraltar (SZ12) still blocks it.
That drops your odds of success to basically zero.
Even if these rules weren’t the case, I wouldn’t hedge my bets on a first-turn-kill that only has 30% of success (estimating on the low end because your battle to clear the waters around UK also needs to succeed and I’m too lazy to run this scenario through the battle calc). It’s low odds to succeed and even if you win, one of two things will happen:
1. UK can retake London B1 via its surviving fleet + the Tank from Canada (it’s unlikely you’d have many ground troops in London unless you got extremely lucky).
2. If UK fails, US will surely succeed in liberating London A1 with its starting units.
This strategy also gives USSR a free round to reorganize its forces and collect a good chunk of its income compared to a normal start. Additionally, UK’s fleet off Egypt, along with most of the Egyptian forces will have a turn to evacuate ahead of I1, allowing them to march towards more strategically important areas of the board (India, Caucasus, etc.).
You can Sealion in the 41 scenario for sure, but it takes a bit more setup. Try buying a Carrier G1 and landing some of your starting FTRs on it, for starters.