I can also confirm this, I have a city with:
- Aura of Grace (+2 Initiative per essence)
- Aura of Might (+2 Defense per essence)
- Warriors Aura (+2 Levels)
And units pop out of the city with none of the bonuses. In my first game as the Commander, I noticed this with his buff buildings not adding anything, but in my game as a priest they did work.
https://www.dropbox.com/s/3k0ljbm87a2jyov/CityBuffsDontApply.EleSav?dl=0 is a link to the most recent save file. When loaded the capital city has 10 essence, and has enough mana to summon a rider, or just wait out the 3 turns to make one.
I am on the most recent version (as of 12/22/2014) with the opt in bug fix. If I have this come up in another game I will add a link to it until informed enough information has been gathered 
Added Night of 12/23:
This game main city has 24 Essence, with the 3 above spells and also the HP city buff. The units came out with Initiative, Levels, and Hit Points but no Defense. Also, I can't figure out how to build snipers. All buildings are built in the main city and I fully did that branch. I couldn't create clerics in the game with the priest I played the other day also.
https://www.dropbox.com/s/2t9at64mhs5zuxi/Defender%20Rocks.EleSav?dl=0
Added 12/25: The above save added on 12/23 when loaded, had people come out of the city without any buffs.