I had my sovereign stationed within the city of Estrian, and ordered him to move out to the space immediately to the northwest. Instead of doing that, he took the rather convoluted path as illustrated by the arrows, meaning he effectively spend four movement points doing nothing that turn.

Although, now that I come to think about it, the whole mechanics of garrisoning a unit in a city cause all sorts of weirdness when moving a unit in/out. For example, if you have a city that's, say, five tiles across, and a unit moves into one end of the city with his last movement point, you can immediately eject him, and depending on what tile he ends up in, he could have moved five tiles without expenditure of any movement points.
The fact that you can order a unit outside a city to move to the other side of the city, and he'll move across the city tiles without entering the city, but you can't order a unit to move onto a city tile without him automatically entering the city only adds to the weirdness.