Cats does bombard defenses. Actually they won't start range bombard defenders till city defense is down to 0 as expected. The problem is that it takes a longer time to get defenses down to 0 for Cats have a low bombard accuracy.
Yep i know. But it looks like it was a silly bug somewhere in Civilization.

When i wrote my previous post my catapult didn't bombard defences (the city had 40%) and directly damaged defenders inside. I tried to save and restart several times, i had the same problem.
Then I tried re-enabling stack attacks, i tried an attack with the catapult in the stack and several swordmen, and the catapult AT LAST targeted defences instead of defenders.
Now i disabled again stack attacking and the catapult seems to work as expected (target city defences first). I can't understand anything ...