Yeah, the chain system is not getting better - companions are stuck all the time and often follow through fire and other perils. It really is annoying.
I haven't noticed this as a big problem myself, but that aside, what you're describing is a pathing issue, not a problem with the chain system.
Originally Posted by Riandor
...but I wanted to re-discuss the Chain in conjunction with entering combat.
What you've described has nothing to do with whether or not the characters are chained. The issue is that your two characters are in stealth mode. They aren't perceived by the enemies, and they are actively trying to stay hidden, so they aren't in the initiative line up yet.
To get into initiative, they have to be revealed somehow, either by coming out of stealth willingly or being seen by the enemy.
I understand that you want them to take their attack while they are in stealth mode, but I suppose it's hard for the computer to know that. For instance, imagine if your character went into stealth and took an attack of opportunity when you didn't want them to. Suddenly, that would be the complaint because the character would be coming out of stealth prematurely.
Instead, as long as your character stays in hiding, you get to make an attack from hiding and that will bring the character in question into the initiative order.