Heroes are not following each other, making navigating the map in explore mode incredibly tedious.
Have you checked the connection between the characters (if the portraits are connected via a small chain)?
So far I have tried linking, unlinking, changing the order in which they are linked/not linked. Deleting the installation folder from Steam, downloading a fresh install, deleting the config folder from My Documents, savegames and all and letting the game create a fresh one, turning dual dialog on and off (I'm not sure why I thought that would effect it but I did it anyway!) and starting a new game with four or five different team configurations. None of it had any effect. The heroes just completely refuse to cooperate.