Correct me if I'm wrong, but I think majority of those skills take you out of the cloak ONLY when the enemy fired or locked the target before you've cloaked.
It's the same thing when sorcerers do a heavy attack or send the frags to someone when s/he was a clean target. Even if s/he moves or runs away, the flame or frags will follow her/him like a guided missile, through the walls! The only cure to that is dodge roll. You can't do it when you cloak, because obviously, it will take you out of stealth.
What I've described above IS working as intended. Cloak grants you a forced stealth, but it does not cancel previously engaged targets to you.