I've noticed what you guys are talking about as well. I just had something odd happen myself. I had a fleet split and go into two separate gravity wells to get to another one two jumps away. All I did was to click once on the gravity well I wanted them to end up in, and they split!
I'm not sure why that happened. Could it be because one route was quicker for some of the ships, and for the ships on the other side of the fleet formation the second route was shorter? Why didn't the fact that it was a fleet keep them all together for the jump?
It's not a huge deal to me, I'm just a little confused.