This is because in MTW the AI can and does anticipate your moves. You as the player make your moves at the start of every turn and the AI has the chance to look them over and react to them.
This is why at sea the AI "sees" you targeting it's vessels and moves them out to an adjacent sea zone accordingly. It's when this happens that the vessel's "speed" stat comes into play and it has the chance of getting "caught" by a faster ship and still having to stand and fight anyway.
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