I call this a bug... Is it?

[Nick_K]

Well, I might agree that it's a bug, in that in produces behaviour that doesn't fit the gameworld.... but I wouldn't agree that it's a 'serious' one. I imagine that this sort of event would only occur quite rarely, especially as the two armies usually fight in one province or another.
Presumably the issue is that being besieged stops move orders from being given but not from being carried out if they're already assigned.