So this is frustrating...
I was at war with a neighboring sovereign and I was completely winning. However, his final army went straight after my original town, which was not completely protected, as it was on the back end of my lands and the war had thus far taken place at the complete other side of the map. He sent in that army without me knowing. The Sovereign himself was leading it.
Well.. long story short, they took my original city. I sent in some troops for a counter attack. His sovereign left the city and walked into my neighboring lands. I attacked his sovereign and easily killed him and POOF, my city vanished before I could take it back. This was all in a span of maybe 3 turns....
While I understand what happened, I don't know if I like how it went down. I think that if you destroy a faction, any cities of yours that they owned should be returned...
I'm temped to go back a few turns in the autosave list and reclaim my town BEFORE I kill him....