Not too much, probably more an unfinished feature, but it's caused me to get a sharp lack of interest in my current world so it probably belongs here.
It annoys me to no end when I can't order soldiers to return to their position when they are chasing a fleeing enemy. I can see it making sense much of the time to not be able to. Soldiers with little sense of duty, who are prone to rage, lack self control, or just saw a good friend killed or seriously wounded by the fleeing enemy make fine candidates for ignoring such orders.
But when I lose two entire squads of highly trained soldiers to the man, that took years to train, because they abandoned their post to chase a goblin out the front gate of the fortress, into 3 squads of goblin archers(outnumbering them 2 to 1) on open terrain. I die a little inside. Perhaps the more duty bound dwarves should not pursue an opponent beyond a certain range from their station.
I build my defenses in such a way to minimize this behavior as much as I feel is currently possible under current mechanics, yet still they charge with no regard for anything at the first sight of goblin flesh. It is downright infuriating when you see a soldier you have lovingly trained for years begin chasing a fleeing opponent. From the moment you see that first wayward step in a direction they should not go, during the height of the siege, you know they are dead, and there is nothing you can do to prevent that outcome short of sending the rest of the squad to follow, which more often that not, just means you are ordering them to their deaths as well, or using a cheating utility to smite the seen goblin where they stand.
tl;dr Squad sees goblin, squad abandons post and charges to their doom chasing goblin. I would be fine with that if there was some way to stop them after they start the chase, or choose military dwarves that are less likely to excessively pursue.