I apologize if this has been suggested or discussed already.
As is, troops traveling in a column can more easily traverse passes, but there is no other real benefit to ordering troops into a column (other than the occasional sideslip flanking maneuver). Running, on the other hand, requires you to click for a short duration of speed, which is not beneficial for long treks. With the move toward city-based population points, mustering troops farther from the front becomes necessary, but this means it's a pain to get troops to the front quickly.
One of the features I really enjoyed from Cossacks II but I've not seen implemented anywhere else is a column march, meaning troops march in long columns, trekking across vast lands but not ready for battle at all.
This would mostly be useful for getting troops from the heart of your demesne to a staging point. I would love for units to be able to go into "march" mode by whatever means, basically meaning they get a noticeable speed bonus (+25-50%) but are essentially considered in "camp" and are disorganized, suffering penalties in combat comparable to being caught in camp. Troops are basically carrying their armor on their backs with their baggage close at hand and are not ready for battle so they can move more freely.
Implementation: Version 1 - Troops stay in Camp mode even when moving, and this acts as their "column march" mode. They ignore all other formation orders except column. Players would of course have to remember to remove camp mode or else they'd be sending unprepared troops into battle.
Version 2 - Right click on the Run button or set an Advanced Formation, and the unit automatically returns to its previous formation when it completes its move or chain of moves, with the "camp mode" falloff as it is now.