My apologies if this has been said elsewhere, I looked but I may have missed a similar thread in the deluge of [Bug] reports.
When auto exploring it would be helpful if you could instruct your unit not to explore into enemy territory.
As it currently stands scouts and sovereigns will attempt to auto explore into enemy territory and throw up the dialog about entering enemy territory causing a war, which makes the auto explore button less useful as it creates a fair bit of micromanaging; unless you want to fight everyone's territory your scout encounters.
