I've thought the same thing... but mostly regarding capacity expansion. If I set task to add 10000 tons capacity, but need an emergency retool or whatnot part way through it sucks to have to loose your work so far. But, that's why I always do many serial 500 or 1000 ton expansions now and not 2k,5k, or 10k expansions.
At least the game gives you TWO confirmation dialogs, though... so I don't think it is easy to 'accidentally' shift task.
I sometimes find I'm not on the shipyard I thought I was on... sometimes, the various lists and corresponding detail dialogs aren't as in-sync as you'd like.
Mostly, it's REALLY a problem for me with slips. I also tend to expand in small bits, or choose "continual" if my economy can take it, but adding a slip to a commercial yard that's at 80,000 tons or so can take 2-3 years for me (in my best game so far, I'm still only at 2036), and that's a long time to have a shipyard basically locked into a single craft as the game evolves and new technologies become discovered. I'd really like to be able to build 20% of a slip, stop, and make a new kind of freighter, and then go back. I'd even be happy with a "mothballing" cost (say, each month, you spend 5% of the cost of the operation, but make no progress on it) to represent the loss of time/efficiency involved in pulling workers off a task, holding things in a state of readiness, and so on.