I'm able to replicate this. Repeating the above parameters in a new game, saving while a unit is being trained in the city, then loading that save causes a permanent loss to training bonuses.
Edit: Actually it's not permanent, I realized it appears to be running some sort of check on the training bonuses only while loading with a unit being trained, so by canceling Aura of Might, saving, then reloading while another unit is being trained, the bonus corrects itself and shows the +2 from the forge, then I can reapplying Aura of Might to get back to +6.
I don't know why this only effects Aura of Might and not the fire damage buff, perhaps it's related to a building and a buff applying the same effect and the game not correctly stacking them when it loads.
Edit 2: Ok, a unit doesn't have to be training for any of this. Just saving and loading while Aura of Might is on a fortress with a forge. I guess I forgot to try reloading yesterday with the forge still built and just Aura of Might canceled, because that also fixes it every time even without a unit being trained. The forge appears to be the cause, always setting the city at +2 def on load regardless of any buff.