It will happen with CTRL+A, that's an attack move. Units will move and attack anything that gets within range as they make their way towards the destination. Clicking on a unit or structure with CTRL+A will not result in them priority targeting that unit or structure.
Right click is an attack order. Units will attack the building you clicked on. While I have not noticed this problem with air units (not including bombers), there is a problem with armies on the ground who tend to hold back, especially against the enemy Nexus, until you disband the army. Then they go all in.
I haven't been able to use bombers that much. I am confused about the whole payload drop and reload rate. You've peaked my interest in this.