Professor, I don't think it has to do with the game per se, ie you don't have to follow those orders. It's just a reproduction of the historical orders given to u-boats at the same time frame you're playing now.
In real life u-boats were less visible than what can be modelled in the game. Real u-boats used to even go between convoy lanes and still remain undetected in favorable weather conditions. In Silent Hunter III you cannot do this (maybe unless you have heavy fog; but then you cannot see a thing too).
So I would avoid the surface when escorts are close.
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