As far as I can tell, that happens as it is supposed to. If you look at the SS I posted, I'm in missile range of the Fortress. It would be nice if I could force them to fire on the fort without the champion having to be in main gun range.
Hmm, it should work fine if you:
1) Get in range where the missile modules can fire.
2) Give the champion a direct attack order against the target.
3) Without holding shift, give the champion a move order to a spot right next to its current location (but still in missile range of the target).
The move order shouldn't clear the module's target, so it should fire.
With anything except a direct-target-only target, step 1 is all you need