I'm not sure if it is bug or feature, but in my opinion it afects gameplay in a way that it must be a bug.
When you give a move command to your demigod and, along the way, you use a item in your inventory (wand of speed for instance) your demigod stops to use the item even if the item is instant.
In my opinion the demigod should keep moving to his previous destination and the item used while moving. This afects other items not just wand of speed. I can't see no reason to be like it is now and makes the gameplay a bit dull in my opinion.