This feature is probably set in your minimap campaign options. On the right side of your minimap in the campaign screen, there is a grey bar with an arrow in it. Click that, and it will show a list of checkboxes for various campaign options. Depending on how much of a micromanager you are, you can turn off most of them.
Here's a screenie with my standard settings...
Spoiler Alert, click show to read:
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