a few moments ago, I noticed this oddity: if you assign a leader to a unit, he seems to automatically assume the nationality of the unit! This gets rid of command penalties.
An example (Caesar vs. Pompey)
Ahenobarbus, one of Pompey's goons, together with two hellenistic units:
because of the different nationality, as we all know, command penalty applies. Instead of 4 CP the stack needs 4 * 4 = 16 CP.

But now I assign Ahenobarbus to the Sagittarii and the command penalty disappears:

Doesn't seem very logical to me... this means that for example, if you have a large army that contains troops without leaders of their natonality, just assign one leader of another nationality to one of their units and the penalty disappears!