Indeed, a turn is quite a big deal in Chain of Command. You may not see a lot of them, and they may come at the least opportune moment. There are several ways a turn can end, but the odds favour long turns over short ones.
Long-term effects, like smoke and troops routing, last until the end of a turn so while you want to clear that damn smoke, you also want to get the shock/suppression off of your broken units before a turn resolves or they will rout off the table if and when a turn concludes.
Makes you think about how you spend those completed chain-of-command dice! Do I spend it on a special action / ability or do I save it up to end the turn when it benefits me most?