I saw this bug with my husband playing his game prior to the update to 1.07, so it's not new to this update. In his case it was a dead enemy spouse that we referred to as the "training dummy" LOL
But I also experienced it myself yesterday when I took over a tribal village from one of those small factions. They had a golem and the king and queen in the town. I killed the group off and after the battle, did not get the city because the dead golem was still there. Annoying. He died well the second time though.
Caravans may seem defenseless, but when they're an AI caravan, they are all powerful--they're immortal and can block access to a rival city you intend to attack! They can be stationed just outside (or even overtop of) the city and it wont allow you to attack the city--although you can attack the caravan repeatedly, supposedly destroying it each time... I had to wait about 8 turns to be able to take that city.