This has happened to me several times. One time I noticed the units were "in the city" on the strategic map, but were not "in the city" when looking at the city summary icons along the left side of the screen. Where it shows tiny square dots just to the right of the city box. It seems the strategic map is letting the army move on top of the city graphics, while the army is not actually "inside' the city. Is a bug I am sure...