Hello,
When a caravan is running a trade route, it is still flagged as being idle. So when you use cycle through idle units you can go through ALL of your caravans. When playing large maps with more than 20 cities all of them with 2 caravans, it can make the button a little useless.
I believe that one of the reasons they are appear as idle is that they remain as units on the map, and they only finish their moves at the end of the turn.
Regards,
V.
