I can't say the issue is critical, but it's definitely is annoying.
In situation when one unit has two different enemies in range it uses it's own target priority system, which can be overrided by direct order to fire at specified target.
But if one gives a move order after that, unit forgets about it's previous order and begins to use it's own priorities again. For example, i couldn't harras enemy with my stryker-105: I wanted to hit harvesters, but enemy infantry nearby made me either stop to fire at harvesters, or move away to survive, but fire with at-gun at infantry with little effect.
Please, make units remember their prioritized target at least until it is in their range.