I had the same thing happen to me with Delin, the Pyre of Man, in my first game of Beta 4. He left the Burning Lands, after Magnar sent a Scout inside, accompanied by several armies of Bone Ogres, Albino Spiders and an Ashwake Dragon. Needless to say, that my only two cities didn't stand a chance. Game over after about 70 turns.

I don't think that this is intentional, but at least it establishes the Wildlands as places to be feared and better left alone in the early game.