Searched around a bit, couldn't find anyone talking about this specific issue.
When I have units in several different locations on the map, I hear the combat sounds for all of them, regardless of where I'm looking. This creates a lot of sound clutter, makes it kind of hard to focus.
Similarly, if I have no units in combat, but my ally's units are fighting, I hear those combat sounds. It freaked me out the first time, because I thought my base was being attacked.
A more minor issue is that it seems like the base sound level is really high. I've got all volumes at 10%, and the game turned down to 50% in my Volume Mixer, but in larger fights, the sound still gets very loud.
Sound design is great, but I can't fully appreciate it when all of the sounds are conflicting with each other.