I'm not sure why this is happening either, since enemy attacks can never score a critical hit on the player. I'd be interested in seeing a log from one of your encounters.
If the attack is coming from medium or close range, there's no smoke, and you are Stopped, then there's an excellent chance that the attack will hit. Use smoke, movement, and range to your advantage. There's only a 5% chance in any given turn that an enemy tank, SPG, or AT Gun will use its action to attack you. If you fired on a tank or SPG's front armour in the action phase, however, that chance goes up to 20%, so choose your shots wisely!