I discovered by accident, that if you press the "Tab" key, the map will center on the last "action" that took place.
I had the same issue, (particularly when scrolled out to max view), as I could hear combat but not find where it was occurring.
Try this and see if "Tab" solves the issue for you
Edit for clarity: When scrolled close enough to see the explosions, it is difficult to scroll the entire map to find the combat. When scrolled out to full view, the explosions are so small they are hard to see. Hitting "tab" centers the map on the "action" that occurred last, and one can then scroll in close enough to see what is going on.
Keep in mind also that the last 'action' can be any number of things, from a unit being produced, to a completed construction project, or combat. Generally though, if there is an active combat situation, it will put you right on it.