I am not certain exactly how this multi-threaded AI really works, but a theory I have as to why perhaps the AI often seems not to get attacked could be that all the AI moves simultaneously. Take the below example before and after the end of my turn. From what I can deduce, Emperor Karavox's army tried to attack the Cave Bear. However, when I end the turn, both armies moved to a different tile, meaning no combat occurred. That means that if one AI army wants to attack, and the other AI army wants to move, they will never attack each other. Could well explain why AI pioneers don't ever seem to get attacked by AI monsters.
However, if each AI player (including wild animals) still moves their separate turn (i.e. in my game, Me -> Kraxis -> Gilden -> Wild), this theory is not correct. It really looks that all the AI players move simultaneously though...