Confused about 'fire at will'

Lately I've had some problems with units not firing and am trying to figure out why.

I mostly have all units on the defailt 'fire at will', but even so in a number of occasions, artillery has not fired unless I directly gave them an attack order.

And today I was watching a battle of two sub fleets. For the enemy flet it said 'fighting XX' and for my fleet it said 'attacked by YY'. All fine and dandy, I thought, I fight at defense value, he is fighting at attack value.

However I was the only one losing units, which puzzled me. In the end I tried to give my subs an attack order and THEN did the enemy take losses. WTH? All subs have same range, right? So how could they possibly attack me without getting fired back upon???

In short: why do units with 'fire at will' sometimes damage targets automatically, but in other cases you have to give them a direct order?