It might be good to have some "hidden building" representations on the game screen (not sure that's the right term), which would allow to pick between different targets for cannons, rather than having it auto-target. This would also allow to target using nukes more precisely.

This sounds like a good usability improvement to me but is probably much effort to implement completely.

Example border case: buildings which have not completely been revealed in the game screen.

Yes, without radars, e.g. canons can only shoot what is seen. Radars enable them to shoot at targets in the dark.

There is a visualization of what the radar sees on the small map in the top right hand side corner.

I realized that my report might be incorrect.

When I complete building a cannon, it starts shooting at enemy units that I have never discovered (in a certain range?).
However, when I start exploring the nearby area, I discover enemies that are in range of the cannon (it starts shooting at them, as soon as I discover them) but have not been attacked directly after completion of the building.

I don't understand why this is.

Units that have 100 attack range will attack enemy units in range, even if they have not been spotted, ignoring fog of war (grey) and unexplored area (black).

The correct behavior (as far as I can tell from playing various RPG and RTS games) that a unit should only be able to attack an enemy if that enemy is currently in 'visible' area for that player.

This effect is especially noticeable with silos and canons.