After the opponent surrendered to me, they regained possession of two territories. However three of my armies where still inside these territories. Since after ending the war, there was no open borders arrangement, I was not able to freely move my units. 

It seems like a game mechanic that the only option a player has in these situations is to order the units to go to neutral or owned territories. Locations for "move-to" orders within enemy territory are not accepted. However due to this mechanic the only routes available where those that required multiple subsequent turns in deep ocean tiles. This in turn destroyed/drowned all my armies despite winning the war. 

Since I'm playing an island filled map with a lot of Ocean, this problem keeps happening on a very frequent basis. 

Since it is a game mechanic, I'm not sure whether to call this a bug. However, on island heavy maps, it is a game breaker. I therefore wanted to bring it to your attention.