Illustrator should respect path direction when creating a compound path
When creating a Compound Path from a selection, Illustrator does some things to the path directions to make it work for simple situations. But for more advanced artwork, the user should be able to set the path direction (by drawing, scripting or invoking the reverse path direction function) before applying the Make Compound Path command. This command should then not change any path direction, but apply the fill according to the path direction scheme.
We can correct path direction of compound paths in the Attributes panel, but for complex situations (e.g. hundreds of concentric circles) this feels rather stupid.
Please make the command work for any amount of paths with the same path direction, and let it respect path directions, if the path directions differ.
In the current version, it only works for the maximum of 3 concentric paths (see image).

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It's even more peculiar than this.
If you apply an arrowhead to these concentric circles, you will notice that after using Compound Path > Make the starting points of the original paths shift by one segment. However, the command does nothing else but keeps the direction of the curve at the very bottom, but reverses all the rest.If you check Attributes panel, you’ll see that the default Fill rule used is Non-Zero Winding. It works by comparing the directions and subtracting the fill when the direction is the opposite, yes (the actual math is a bit more complex). While this rule works fine on some basic cases, as you say, it doesn’t work well for concentric cases :) But there is a second rule — Even-Odd. Simply clicking this button in Attributes makes it work.
Whenever Ai tries to be smart (meaning the team tries to make it smart), it usually fails :D
I’m glad Ai actually doesn’t try to be smart here and juggle my directions more than it does now. The panel gives me enough control with Compounds.
If I do want Ai to try to auto-reverse paths, I use Exclude Pathfinder — sure, it has some side-effects (arrowheads dropped is one, although not dangerous — intersections is a most crucial).Does this help?