If you click on an enemy your missle unit will screw up its first round of firing and not actually fire anything when it says 'firing'. It will fire properly the second time.
If you have 'Fire At Will' on and DON'T click anything, then your missile units will fire the first volley with no problems, and fire as you would expect (archers load before firing, crossbows don't (i.e. they already have their weapon loaded)).
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