If you order units to target an enemy, then give the Engage command (3, 4), they'll start to engage the target.
However, the Engage command cannot be cancelled with No Target (2, 1) and/or Return to formation (1, 1).
If you then target another enemy, they'll do nothing till you ask them to engage. If you then ask them to target the old enemy again, they'll engage him immediately.
Targetting the second enemy again and issuing the Engage command on him, will then allow you to target the old enemy, and they won't engage.

The Engage flag for a unit should be removed from an enemy if you order another target, or order no target.

Workaround currently, is to make them target a friendly unit, then order an Engage on him, then cancelling the target; this will allow targetting the original enemy without having them engage him.