When an army is pillaging an outpost and that outpost is transformed into a city, that army dies in between turns instead of being pushed outside the border. 

The city on which it happened had a trade route going on. My army had 1 turn left for the pillaging when it died (should have had finished at the beginning of the next turn). It didn't vanished, there was a death animation. I was playing Egypt and my army had the special chariot in it, my opponent was an AI Babylon.

I play on Linux through Steam (no compatibility tools forced). I would like to attach my save files but I haven't found where they are stored yet. Will edit when I do.