A Lone character might offer a desirable target for enemy shooting or spell casting, but picking out any one individual from the bustle of the enemy battle line is difficult to say the least. Unless the character obliges the enemy by standing out in the open, that is.

A Lone character cannot be targeted by enemy shooting or by enemy spells whilst it is within 3" of a friendly unit (that is not itself fleeing) that contains five or more models of the same troop type as the character (i.e., infantry or cavalry), unless the Lone character is the closest target.