This has been mentioned in other tickets (e.g. here, here, and here), but ship wings do not appear to use opportunity fire, despite the feature having been added according to the Alpha 4 changelog. Individual ship wings will pick a target wing or planetary defense structure and only fire at it, they will rarely if ever fire at other nearby wings even if the primary target is out of range (which is how I would interpret "opportunity fire").
I support the inclusion of this in Era 4. At a minimum the issue of many small fleets as "distractions" needs to be addressed, see this post by CaleyM that explains the specific exploit.
Fixed in Era 4.4. Combat groups will fire on other groups if they are close enough.
Fixed in Era 4.4. Wings now fire on other nearby groups when they cannot hit their main target.