Immediate reaction to title: "Yup, they all are..."
Micromanagement is my game, and... well, while there might be some slower members of the crossbow unit to turn up (handy, though, as they still have bolts left when they are arriving, shortly after the others have shot their lot and are just milling around), I don't tend to get complete no-shows, if I'm doing it right.
And I never use burrows in military (or civilian-alert) senses, only for civilian job-restriction purposes, so I'm not sure what you're doing wrong (if you're doing anything wrong, and it isn't a bug of some kind).
But I suppose my top tip would be to (except in really quite vital "oh dear, my legendary armoursmith is in the path of the siege"[1]) is to first Station a squad at a safe spot just prior to (of off to one side of) the encounter-point. I'll have doors and drawbridges and whatnot between that and the battlefield the enemy are milling around on, or the archers are directed to a spot just prior to the overlook that they'd be firing down from. And then, when they're mostly gathered (some may have gone and replaced a bit of armour or two, fill up their flasks, (rarely!) stock up on bolts after range-training, gone for a bite to eat, etc), re-Station them at the point you want them to actually fight on/from, whereupon they will mill around there are react accordingly. Oh yeah, I'll probably have 'airlock' and long-way-round architecture, too, so that affects the way the enemy behaves, and thus lets me point my military at the hostiles in a much more rational manner. (Including sealing them in from behind, once they've started to retreat in fear.)
Sending a unit (or an individual!) chasing after individual enemies is a chancier affair than keeping it geographically-defined, as to where you wish them to be (not that they'll always stick to that, of course), but when chasing a fleeing enemy it can be better than having to re-do the Station command every few ticks as the enemy falls back, and you're despearate to finish them off.
[1] In which case I've failed in some other aspect of my control-freak fortress design and control scheme...