Only there are some trains you would not want auto-targeted, or at least not unconditionally. The biggest ones I can think of is the tractor and the widow trains. If they were autotargetted, your fleet ships would rush in and get themselves caught and likely dragged into enemy territory.
In many cases, even if you wanted to auto-target all the other train types, I am having a hard time seeing when you would want to auto target those two types, unless there was some way to get everything but tractor vulnerable stuff to autotarget them.