Due to a cash flow problem, I found myself with only one city and no units, so my sovereign was hanging out there playing defense against the horde of spiders spewing from a nearby spiderweb.  One turn, after clicking the "end turn" button, I got a notice that my city had been conquered -- with my sovereign, alive and well, looking rather embarrassed in the ruins.  I was watching the city when it was "conquered" and no enemy unit moved into it.  The only things nearby were a spider and an NPC, and neither of them appeared to have attacked it.