This has been glaring at me for a little bit, now. It's not terribly noticeable on low-move units, but becomes extremely obvious when roads or transport ships come into play.

Unit visibility appears to only be calculated at a unit's destination - not along its route. So it is possible to have a unit wind up in a little square of light in a sea of darkness, and you have no idea what it went through to get there, unless you manually move it only a couple tiles at a time in order to "refresh" visibility often enough to actually scout the area it's passing through.

9 times out of 10, this won't be an issue, but say, for instance, you've got a 5 move unit (mounted champion with naturally high move or item/faction/spell buffs) set to Explore. It finds a road and runs along it. Due to game mechanics, it has failed to explore a potentially large swath of land, though it probably thinks it did, and thus won't go back and reveal the fog properly.