In terms of game play, the reason I kind of resist the idea of letting you target specific opponents and direct the scene much more tightly is because it slows down combat a lot. There are a few times where one target is way more dangerous and I'd rather my guys target that one first, but more than nine times out of ten, I just want to see my guys shoot up the other guys. I don't want to have to tell them *how* to do it.
I don't think it's weird that you don't always have your guys attacking the big target either -- I think of combat like a scene in an action movie.
In a kung-fu movie, the hero doesn't get to pick his target. Enemies come at him from all sides and he fights them off and lands blows where the opportunities present themselves. Pow, minion one down. Pow, minion two down. Whap-whap pow, tough minion three down. He couldn't attack the tough minion before he got through the small fry.
In a shooter movie, people are ducking and weaving behind cover. The hero doesn't just open fire on the boss, he has to fight off cronies that come up to the sides. Even if it's picking between the guy with the gun and the others without, the ones without get up in the hero's face, forcing him to divert his attention to fire at them. Bang bang, the guy charging at the hero with the crowbar goes down. Boom, the hero ducks behind a crate as the guy in the corner with the shotgun fires. Just as the hero levels his gun to fire back, another dude comes up behind the hero, and the hero wrestles him off and shoots him next as the guy in the corner leisurely reloads, and the hero barely gets under cover again before the next shot comes. Finally, the hero gets to focus on the guy with the shotgun, and takes him out with his next shot.