Yeah, they definite do attack AI players, however they also show some odd favoritism for the human player as well. I'm talking about the letting AI players build cities next to their lair portion, of course (although that's probably a bug). Also, I'm starting to believe that the AI movement phase is making it hard for the monster to catch an AI army. I've been watching this AI pioneer that I've trapped with Arcane Monoliths dance around a Death Demon army for a good 10 turns now. Every time the Death Demon try to attack the pioneer, they'd already move out of the tile. For players, this kind of avoidance manuever is pretty impossible, but since the AI moves so fast, they can pull it off with ease.
Also, on another topic... I just saw a Death Demon raze my city, and it didn't destroy the base tile resources, I was able to rebuild it on the same tile. Stealth patch?