Ok, if you set your line up in the deployment phase, then you select all and right click, or even drag, they will go into a single line, or the formations if you group them.
However, if you hold ALT, i believe, then right click, your entire army will simply move forward in the same formation, to that new point. The point clicked will be the centre point of the front line of your force. This is great when you have specific spaces between units. I never move without it.
Edit: Basically, hold alt and right click. Everyone above has either misread or doesnt know about it.
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