Improvement for missiles (either general or special)

I always wondered, also already in GSB, why missiles do not reacquire a new target (maybe nearest enemy of at least same weight) when their original target has been destroyed. I would consider this as one very big advantage of missiles (or any self propelled projectile, that is).

So I would either change that for any missile, or at least for most of them, leaving a few budget low-grade missiles out of it.