I was a little surprised not to find this elsewhere in the forum, but I guess it could be a fairly specific thing.  If I missed it, I apologize in advance for my ignorance.  Anyway, the 1.1 fix list had this entry:

"Fixed bug where ships that autojoined formations would have their preorder move point overwritten by the rally point code. This meant that the last ship joined would always try to go back to factory, instead of in-formation with their fleet."

I just installed the beta patch and started a game, and sure enough, I built a small fleet of frigates that I allowed to autojoin my first cap ship, jumped to the next system, and one of the frigates sat on the edge of the system with a blue line back to the home planet (he couldn't execute the jump as group jump was enabled).  I've always found this to be sort of frustrating, especially early on when one ship really can make a difference.  The fleet feature is a neat method of grouping and its a shame that its still so buggy.  Good luck figuring it out.