3C-bugs/gameplay - enemies unit all over map, but no unit in city

I want to try warfare and so I declared war on a nation and try to take out their city. The following was noted

Enemies units all over the map, so I proceed to destroy the stack which is in my way to their city.

City was defended with only their sovereign. I captured their city.

Many turns later, i march to their their second city with another army, and instantly conquest coz they do not have a army in their city.

The same thing happens to their 3rd and last city. No defender.

I have the difficulty set on normal, is the reason why their city was undefended?