Cheers everyone,

I attack a city a take it easily.  After I take it, there is still an enemy army in the city. hmm  So I select all my units and hero, and press the crossed swords over the enemy army in my just taken city.

Only the hero entered battle.  None of the troops.

I reloaded and selected only the troops, no hero.   Same thing, only one unit entered battle.

Reload again - I then select the whole army, and move them outside the city, and then attack the enemy army in my just taken city.   Only the hero entered battle, again.

Well, there it is.  I will just let them all sit in the city together and see what happens when I end the turn.