You conquered that fallen city, didn't you? If your enemy had by then already build the "Umberdroths Pen" (or whatever it is called), then you can also recruit this unit by controlling this particular city.
Yet, I'm not sure whether to call it a feature or a bug, as you did. But in both cases I would vote for getting rid of umberbroths for the Kingdoms or shrills for the Empire. It simply does not fit the lore and feel of the respective faction group.