If you have "always build previously built unit" on, it will not ask you for orders after you have produced a unit.
If you have "ask for orders after building a unit on" it will only ask you for orders if you have "always build previously built unit" off.
Personally i don't like that. I would like them both to be on and active. Meaning it does ask me for orders, but it always uses the previously build unit by default so i only have to press enter to build the previously build unit.
I now use "ask for orders after building a unit on" and NOT "always build previously built unit" in early game. Later on, when i usually am only producing the most advanced unit everywhere, i make him build the previously built unit. (Just check production in every city that has a newly produced unit before moving out the unit.)