When an army is composed of units with different ranges it will close on it's target until everything can engage.  Typically that is the correct approach but it doesn't understand bombardment weapons.  If an army can take a fixed target under fire while not taking return fire it should stay at that range until everything fixed and in range is gone.

Note that this means that the AI is completely incapable of making reasonable use of the bombardment dreadnought.  The AI never sends one alone and it's escorts always close--which means a fixed line of annihilator guns will never be defeated by  it even though with proper play it wins without taking a scratch.  Build a decent line, backed by an orbital inhibitor, repair bays and some anti-air and the only thing that is a threat is once in a while a juggernaut that manages to kill one gun before dying.