I am not sure if this will be an issue but here is something to consider.

Mage targets mob A. However you decide not to attack that mob yet. Instead you want mob B to attack and C to sheep. Since you focus is on the same button as your sheep your pally targets mob C and you focus/sheep it. Then your pally targets B which it your intended target to DPS. However, your mage *might* go back to mob A because of the targetlasttarget and bring an add (and its friends) into the fight. If this is the case I am sure it will be rare and you would just have to be careful. Of course, if your DPS button is an assist pally then it wont be an issue, but then the targetlasttarget probably wouldnt be necessary.