Huh? Once you gave the vehicle an attack order on the sniper, it won't change target unless it loses line of sight. No matter how many movement orders you give
Only it it stays in range, in any case these unit are meant to counter snipers and thus sniper should have higher priority than other targets
Just quickly tested it to be sure, most explosive weapons have it with the exception of tanks that don't fire high explosive rounds like T34 or P4, and satchel charges
T-34/76 should have it PZ4 does not seem to have it which seem to be an oversight.
The priority of sniper for light vehicles (especially the one with turrets) seem to be low so they will prioritize other targets before firing on snipers.
That should be fixed since one can not drive the vehicle and choose the target with these vehicles which help sniper on retreat.