This can happen due to the fact that monster and enemy armies take their turn simultaneously in order to keep the waiting time low for the player. It is a conscious decision by the developers and while it is unfortunate, they think it is still the better solution than to split monster and enemy turn and therefore significantly increase the waiting time for the player. I personally agree with them...

They don't actually pull you into their square.  Instead, if your army had a destination set, they automatically move towards it after being attacked.  I consider this to be a bug.  If you don't leave any armies with destinations at the end of your turn, you won't see this happen.

I agree.