i don't have the game available at the moment, but doesn't the eject button (and vacate) send them someplace randomly? you really want to select them and give them a destination, like cpl_rk describes. click the city, see the little circle portraits on the right hand side, select them using ctrl(shift works too i think) then right click outside the city in the direction you intend to send them. but i would steer clear of eject, as it can add massive amounts of travel time depending on where the game sends you and how your cities are set up, unless something has drasticly changed since i quit playing(waiting for 1.11)
however i would also recommend not going through cities unless you are sure to get a significant boost in travel time, not just for the annoying interface, but the loss of movement points as the game merges the two armies whether you want it to or not, reducing the movement to the lowest of the two. i do hope they find a solution to that.