Started a new game with the most recent update. I have a tiny fleet comprising one Akkan and two Cobalts. If I give a move order in-system and then proceed to order them to instead jump to another system, the Akkan will behave normally and change its trajectory to head for the jump point and leave the system.
The Cobalts will not until they have completed their in-system move order first. They are in a fleet with group jumping enabled. I will attach a replay if necessary, but I think it should be easily reproducible.
I just tested further and being in or out of a fleet or having the group jump enabled or disabled does not change this odd behavior.