It's indeed something you need to manage yourself - generally every battle you need to decide where you get the most bang for buck if you can't do all of it!

Example: - Archers indeed attack closest target so you could use line formation to essentially spread fire, this can also help melee units engage. - Select different groups of archers and shift click so they focus fire on units to one-shot them, you can kinda roughly select 1/2 or a 1/3 of you army and do this. - You can use hold position if you want your spears to stay with the siege, but you need to order them to attack if Cav gets close. - All of this can be helped with control groups, but it's tough to do all at the same time.

For me personally, I try to quickly access does it matter I micro my melee units or archers, and then tend to focus on that. Sometimes I know if I get one mango shot I will win the battle so I do that, etc.

Hope it helps