But what bugs me is that my heroes don't immediately respond to my flag commands. If I see there's a danger of getting wiped, I retreat and flag all my heroes back. But usually some hesitate for several seconds before obeying me...and end up dying as a result. Needless to say I have no sympathy for them

When I tell a hero to go somewhere, I expect him/her to drop asap and RUN like their ass is on fire. No hesitation, no "finishing up skills". If they're in the middle of a skill I expect them to cancel it.
But they don't always respond with the alacrity I want them to. Does anyone know why?