It's the AI programming. If he is going first, then he will move in and use all his AP, giving you a "free" attack. As opposed to him moving second, you wait, then he waits, then your turn ends, then he moves in, but you don't get an attack. So logically, it makes sense to not move in if you go first. A human could recognize that you need to move in and give up a free attack in order to engage, but the AI code in this game is static, it's not a learning AI.
