HI
I think a few people have asked for this more than once including me!
At the moment you can only ask them to engage ground targets or air defences etc.
But in the A10 it has an extra menu I think its engage with or something and you can specify the weapon type and direction to attack the target you have for the SPI.
I think the wingmen need more AI and they have said they are working on it. But I would probably think asking them to engage a particular target is high priority for some users that like to play CAS and other types of ground attack in the F18 and F16. I have had them taxi into me a few times but not tested it in the latest update. Really wish single player parts of the game would be worked on more! In the F18 you can now see what they have targeted on the data link so the reverse is true for them.
Thanks
Anthony