Very annoying:

Army moves into city. A turn later, the lead hero on horseback leaves city, races off to a crisis elsewhere. The minions are intended to join a different army. But when click a minion, then click on a square next to city, minion takes off on its own, attempting to join the previous hero. Each minion from previous army has the same flaw. But minions that had arrived in city previously, on their own, do not.

Or to put this another way: when arriving in city, all units become part of the 9-slot "city defense army". So they get buffs from all stationed heroes. E.g., if there are 2 heroes with "Healer, +3 to Army regen", all units in city should have 2 x 3 extra regen per turn. (Do they now? I sure hope so...)

As soon as you exit city, you exit the city defense army.