Do you mean you can't move at all, or that automatic movement stops when you get there? I found (and it's still annoying) that if I set a unit on course, when it comes across allied territory it stops as if it ran into a wall. If I try to choose a destination on the other side of the territory, it will walk around it, but I can manually move them one step at a time through the allied territory with no problem. Pretty sure it's the same way with neutral territory, although there you might get the "Get off my lawn!" message from their sovereign. Still wonky, but it's better than being completely blocked....
