to be honest, I have rather seen the opposite of what you are describing, I am seeing in most of the time, my capital ships are the first to attack, and then my weakest ships and then leaving my heaviest cruisers last to attack which is kinda lame

even if I changed the formations of the ships so that the medium and heavy crusiers to the front, the my weakest ships still attack faster than the heavier ships

I'm guessing the game can only handle so many ships using auto-attack and that it is prioritizing ships by likely importance (for instance, capital ships are first priority for auto-attack, so all the capitals choose their targets first, and works its way down to HCs, who acquire their targets last).