Yeah, mostly it's the capitals I noticed, I just figured it'd be the same case for provinces with 4 sites. The capitols are really the main issue anyway, as it's pretty rare to have 4 magic sites on a province with any significant amount of site searching left undone on it. I've noticed it most in targeting capitals I've captured, but I've certainly also seen it target my own capital (and to be clear there are other valid targets). It seems like it steps up the province numbers looking for the next valid target, and I haven't noticed it skipping any capitals.
Yeah Dr. P, I thought about mentioning a prioritization, but I figured a change like this would be a low priority next to some of the other bugs, so the only way it'd be likely to get in is if it was trivial to do.