I've not noticed a common thread as to why, but periodically my armies will decide set their movement destination off into the distance all on their own.

I think the three times it has happened while I was picking up a loot from a battle.  So maybe a click is passing through a window onto the map??  Definitely this last time it occured while when a loot window was open.  I'll post again if I notice any common thread.

EDIT:  I have a save game which reproduces the issue every time.  I'll send it to support@stardock.com?