Perhaps in the present implementation, they are only willing to consider the possibility of reversing course if they have come to a full stop, or are at a station, or something like this?
However, if you are addressing this issue, may I humbly request that you pretty, pretty please consider adding a more ambitious enhancement instead of the obvious "if the user manually requests a new destination then..." quick-fix?
Allowing the engineerbot to actually build route plans (esp. when repathing, but maybe even without a repath) which include reversing course as a (moderately disfavored) part of their path/plan, would solve this, and maybe even enable us to build wyes without dummy stations (and could also make for some amusing, unexpected emergent train behaviors that are actually smart rather than inscrutable/crazy).
Even with this change a major problem exists with wyes: they mostly only make sense if the train can actually go in reverse against the engine direction. But there are exceptions. For example we can build a 1-16-4 train that only goes the "slow way" in the wye. Admittedly this doesn't come up much. To rationalize the ability to go against the engine direction, I guess we'd probably need some kind of new signal or routing checkbox or something which seems like a lot to ask for.... I don't know why I want wyes so bad but I do

P.S.: trains are definitely way less inscrutable/crazy now than they were in 0.15; ime things are definitely moving in the right direction!