Turn on/off, I could live with either... but if left on, I think what they really need to do is reduce the range of which the minions aggro at. It seems that they aggro at things far away from your hero, and that is why they go running off. They should only aggro things very very close to them, IMO, which would keep 'em from running off.
Anyways, I agree that they are annoying, they run off when you don't want them too, and it makes more micro-managing work when they do this and I agree something should definately be done with them.
One other thing I wouldn't mind seeing them have, like most units in RTS games have now, is unit modes. So you could assign your minions as passive, defensive, or offensive.
