I don't mind the few second delay before a unit responds to an order. It's annoying in a way, sure, but is a little more realistic.
What I do mind is the "instantaneous dithering delay". A unit is running in one direction and you order them to charge some enemy. They immediately halt, dither doing nothing for a bit, then perform the charge. I don't mind that there's a delay, I just wish they would continue to execute the previous order (run) until they change over to your new one (charge unit X).
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