Player orders carrying over from turn to turn are already there, and therefore can't be that much of a technical problem: We have build and research orders which are set once and can last for several turns. Obviously, these must be stored in and re-read from the turn file already.
I think the troubles starts with the fact that the game engine doesn't have any kind of "memory": every order is calculated turn-by-turn, for the player as well as for the AI. The engine e.g. simply can't "break up" a multiple-province movement into several movements-per-turn and store those for later reference.
To get the game engine itself to remember orders/facts/etc like the "player GUI client" part does would require a substantial rewrite of the code I guess - otherwise it would have been done already I think.
Hope this makes any sense - I'm only a part-time programmer and English isn't my first language, as you might have guessed already
