Usually, when you TAB, you really want just to find units you want to move in current turn manually. You don't want to move caravans, or units that you put in guard duty.
Of course, it this is done in such way, you'll probably need some other way to cycle caravans, since they don't have icons at left side of the screen. Maybe new button shortcut or something?
Current implementation is just annoying, because you need constantly, every turn, to cycle through all caravans just to get to the units you actually want to move.