I've honestly noticed this problem with three characters throughout my playthroughs...
Aveline (BIG one, she just WILL NOT listen.. she has done the trap thing as mentioned above, she refused to listen during the Ancient Rock Wraith thus putting herself to half HP repeatedly.. just ugh.)
Anders (he's really irritating, I always glance at my party, everyone is fine, and then glance back down and Anders has walked into a trap, into the boss face as he spews flames or somesuch, and somehow pulled aggro from every add in a fight. but Aveline seems more-so..)
and Sebastian (for some reaason, I set him up, nothing is near him, he'll start shooting his bow, and within a minute he seems to throw a fit and walks right into foes faces.. I've checked tactics, he's also set to Ranged, so he should be fleeing, not walking into foes.. just baffles me.)