I would never use the pathetic AI found in the SES Jutland/Distant Guns games for a standard as it is really pretty pathetic. I certainly have never seen this shadowing behaviour that you refer to and both games time out after 30-minutes or less with no combat. 1st Cruiser Squadron's shadow of Bismarck was some 12-hours and so unreproducable by Jutland because of the timeout issue.
Jutland also used a far too simplistic and entirely linear, points based algorithm to determine the force ratio. The AI, such as it is, will always flee a superior force and always close to suicidal ranges against an inferior force. Since these values are global across the action, it explains why it sometimes behaves in odd ways. I have been told by a source that I trust (of course you do not have to), that the AI also has full, real time knowledge of the strengths and locations of the Player forces and so never suffers from the Fog-of-War.
Try the Coronel scenario as von Spee and you will see that Cradock will always run. Playing as the British see the Germans will soon close to ranges where even little Otranto can get hits with her 4.7" popguns. Every time that I have played the scenario, this cycle of lameness repeats.
The AI in the Steam and Iron franchise does shadow and never times out and makes a far better example of an adequate naval programmed opponent.
-C
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