Yeah, but the attacks landed in 40.
When you are in turn 41 (game says '41' when you open it), the battles you are looking at happened the previous month, 40. At least that's the way I look at it. Giving your orders is like step zero in the turn resolution sequence for that month.
So like you say, notice was given on turn 38... 1 turn notice would be an attack the next turn (1 turn later) ie 39, 3 turns would be an attack in 41. So in 41 you give the orders to attack. Turn 42 comes and I get to watch as my hopes for victory unravel.