Exactly like the title says: I had this problem for a long time, and other players as well. But many of them thought it is not a bug...

Basically, if you have one army in the water and you are trying to add another army to it from land into water, the army on land is unable to combine into the water army. Please watch this video at 3:18. You will see the problem as demonstrated by another player, Nosferatiel: