I completely agree, totally annoying that.
I remember reading something about it but I doubt it's very high on the priority-list of a future patch.
A way around this is to station one Militia unit (or Inf if you can afford it) with militarily controlled stacks that are deployed as static defense (i.e. Atlantic Wall, island garrison). This will also give your recently promoted skill=0 leaders a bit of experience (I use militia as officer training schools in Normandy all the time)
With navies there's no cure, unfortunately. It would be sufficient if the A.I. of controlled nation was switched off in their unit-commandiong capacity, then you could park the fleets in harbour and just sortie them for a specific mission.
Airforces of allied nations are usually not worth bothering with anyway.
I have high hopes that these problems will be fixed in the next installment of this (my favourite) game.