Every time when I merge two armies, my Home/End button becomes direction buttons instead Next/Prev unit. It is stays that way forever (even after reload), until I wouldn't activate city building. After that it returns to normal - just up to next merge.

---update---

Uh-oh, it is worse. It stops working in any circumstances when number of units changes. Merging units, dividing units, put them into cities or pull them out - keys immediately stops to respond. Entering city screen and leaving it works as quick repair always, though.