I have to chime in and add to claims that the behavior of the "Set Task Destination" does not work in a logical or deterministic manner.
"taskdestinationworks.jpg" illustrates a setup that worked well for me: the player is synchronized with a task (1) to investigate behind the nearby shack. The task is activated automatically (2) and it's location displayed (5).
Now, if I then add an additional task module, even if I don't sync it to anything, this setup breaks. The task destination no longer appears when the mission starts.