I seem to recall an "issue" that I had like this similiar to the OP's issue, which I think I wrote off as a bug, forgetting that it's actually a "feature". My humble suggestion is that this begs for some kind of "alt-alt-attack" command, whereby we can hold a key and then click a single unit, then the group will all attack that single unit. I shall stick that in the "patch wishlist" thread.