I think it is most likely that there were other armies that appeared on the square the turn I defeated the SK. But there is a small chance that the Kill spell used to kill him didn't trigger the death thing properly. It's one or the other most likely.
Save game after SK killed, game still going...
https://www.dropbox.com/s/a16v3a9max3ybxo/SKKilled.EleSav?dl=0
Save game just before I killed the SK, so you can see the armies on the SK square and check the game state:
https://www.dropbox.com/s/d75w2kr5jiyi2zs/BeforeSKKilled.EleSav?dl=0