There's two annoyances and bugs here.
First, the game apparently won't let you end turn if you have units without move orders, which would be nice... if the game showed me anywhere on the UI where those units were, without having to click through every caravan clogging up my unit pane.
Two, units set to auto-explore apparently (sometimes?) don't count as having been given orders, so I abandoned using scouts after having the end turn button jam up repeatedly.