This may or may not be a bug, but I noticed that
--if a unit enters a town
--and exits next to the town at the end of their turn
The unit faces the same direction it was facing when it entered the town, regardless of the direction it used to exit the town
A unit enters the town to the SouthEast while facing SouthEast

In the same turn, the unit "leaves" town in the SouthWest direction but faces in the SouthEast direction.

Video Here:
http://www.youtube.com/watch?v=da2vQURmb1o