Targeting in this game is pretty bad in general. I'm not sure exactly how FFXIV manages to do it, but it almost always targets exactly the thing I do not want to target. This is one area where it's a solved problem and they should just copy the logic from other tab target MMOs so it's more consistent.

Also, "Target Closest Enemy" doesn't do what it says. You can notice it really easy in Wolves' Den and the training dummies. Put multiple training dummies on your screen at once. If you do not move at all, but rotate your camera, somehow the "closest enemy" will change. It makes no sense because no distances are changing.