I don't think you're getting my point. An attack order is "go and kill X", movement order is "go to point A". Now if you give a plane an attack order and it loses its target for whatever reason, the plane automatically changes that 'kill X' order into 'go to point A' - order, forgoing the 'attack' - part entirely.
If a plane loses its target, the attack order should be simply cancelled, not turned into a movement order to the same place that the attack order was given at. Or the lock on should stick through fog; one of these is how any
RTS game handles such situations. Except ZK.
Even if a 'cancel attack order when a unit loses its target' isn't possible/too demanding with the engine limitations, it should at least be possible to somehow notify the player that 'unit has lost target and switched to a movement command to the same place'.