When a kill is made on an active target your weapons being "blinking" to tell you they are finished cycling and will be shutting down.

If you have a secondary target locked, and very quickly hit TAB, R to make it the primary target, and then hit SPACEBAR to engage with all weapons, any weapons that have not finished blinking yet will never start to engage the new target. (You have to wait until the blinking is over and click again to start them.)