I never (well, at least I can't remember) attacked when I didn't want to. But the stack attack when I wanted a single unit attack happens quite a lot to me. I don't reload for this. I take it as a bad internal communication system

between the general and his troops.
I never had the pillage thing either.
What I have often (too often, I should pay attention, it ruined WoM 6 for me) is a unit on goto order that ends up attacking (suiciding mostly) instead of just moving. Why would I want my transport to attack a city?
This is IMHO an interface bug : the goto orders shouldn't be attack orders. Less so if you send a unit that cannot even win

.
Other than that last "bug", I think undo button for unit moves opens up too many exploitive possibilities. If you're playing solo, you can reload, if it's an official game, well, bad luck.
I also have a lot of misclicks in the diplomacy screens :
- selecting cease fire instead of "what's the price of peace?" happens very often to me. The lines are in the same place, but you need to click on (can't remember the exact line) the "let's trade" line before asking for the price of peace. In solo games, I reload for this. In official games, I declare again immediately, but a undo button wouldn't be game breaking for this (you don't get to see anything more, you don't know something you shouldn't, ...).
- Sometimes I propose a deal instead of asking what I'd get for it. Same thing, an undo button here wouldn't give you any exploitive possibilities.
- ...
I think a "screen" undo button should be available. Maybe only for the diplo screen, but I believe civic errors, religion errors, tech errors happen too.