This is a common inquiry which has been raised many times in the past. Each time, two common factors come up:
On one hand, Aurora is not a tactical simulator where ground combat is concerned, it only models the operational and strategic scale really. Of course, if an anti-tank gun has the choice between shooting at a tank or an infantryman, it will choose the tank nearly all of the time. However, that is a tactical consideration which Aurora does not attempt to model. In operational terms, if an anti-tank gun is faced against an infantry platoon, it will have to fire at the targets available. On the large scale, having more anti-tank guns in your army will mean you kill tanks more effectively, which is sufficient for what Aurora seeks to represent.
On the other hand, it has been shown that the mechanics do not support any kind of targeting but random without leading to a collapse-to-optimum in the ground combat mechanics. If an anti-tank gun is mechanically inclined to target armored units over infantry, for example, then a combined-arms formation becomes strictly inferior to monotype infantry or armor formations (assuming random targeting of formations). This is because preferential targeting of units within a formation leads to higher loss rates compared to random targeting, so the only way to counteract that is to make every formation of the same unit type so that only random targeting on the formation level applies. Since one of Aurora's key principles for ground combat is that almost any roleplay setting can lead to reasonably effective ground forces (if your roleplay setting calls for exclusive use of AA guns, not so much, hence almost any), this would be a serious problem. You can devise additional mechanics to try and balance this out, but then you're just adding a bunch of extra mechanical complexity that doesn't translate to decision-making depth - since, again, Aurora does not attempt to model the tactical layer for gameplay.
So while it does offend the sensibilities of some folks who would prefer greater tactical fidelity, ultimately purely random targeting works best in Aurora to accomplish the actual goals of the ground combat system. That's not to say that different mechanics would be worse, by any means, only that different mechanics are better-suited to a different game with different overriding objectives.