If you give a movement order to a hero that is placed on auto-explore (ie: the hero uncovered some nearby treasures and you order him to pick one up), the hero will complete the ordered move then immediately auto-move any remaining movement it has left.   This is frustrating because you might have further manual movement intended for the unit. (ie: picking up a second treasure).

Normally, auto-movement is not done until the end of the turn.  That should still be the case even when you give a manual movement order to the unit.  Alternately, a manual order could always just cause auto-explore to be turned off for the unit.

There is also a problem with auto-explore that exploring units frequently seem to get killed without any notice to the player.  This is not just limited to auto-explore, though, so I made a separate post for it: [BETA 2][Bug/Gameplay]Heroes killed without any notice

This is a suggestion, but while I'm on already the autoexplore topic: It'd be really nice if the game showed the units move as they did their autoexploring and gave you some clue which one found a potion or is being offered an Escort quest.