This happens all the time. I usually have 3 or 4 large armies with 4 (or more) dreadnoughts and hundreds of units in them. I am always going back and forth creating new units for each army because the armies dwindle when attacking heavily defended areas. FYI I am currently on "challenging" AI. Many, many times I get units that go to the wrong army (sometimes on opposite sides of the map) and when I figure it out and have to right click on them to get them to go to the right army they sometimes go right through hostile territory, thereby getting destroyed in the process! Now I have also noticed that sometimes I have a full army and the units get reassigned to other armies when I am adding more units to the army that needs them, which is odd.

I also have a problem similar to the "units that just sit there" thread but these are sometimes units that are assigned to an army and even though I am moving an army they sit in one spot until I notice them and right click on them to get them to move.