HA I have proof in this screen shot (actually 3) that the monsters do not attack AI.
It's a picture of an AI caravan and a monster unit on the same tile.
Now I saw the monsters move to the caravane tile and they didn't destroy it (unlike my caravanes.. )
P.S Normal/normal
1:
Monster unit:
[URL=http://imageshack.us/photo/my-images/255/65681432.png/]
[/URL]
2:
Caravane unit:
[URL=http://imageshack.us/photo/my-images/221/26389703.png/]
[/URL]
3:
the shift between the two so you can see it's the same save and all:
[URL=http://imageshack.us/photo/my-images/706/33988807.png/]
[/URL]
P.P.S I can also upload the save I guess 
Edit:
Fixed the images 