Just found this issue while trying to defend my spies with a squad of air units.
If you have air units and a spy on the same square, when someone captures the spy they also capture the air units.
I had moved a spy near an enemy capital but was unprotected, so I flew a group of air units to the same square to try and defend it from being captured. Next turn the spy was captured, the air units disappeared, and shorty after attacked my nearest town (I was the only civ with flight at the time)!
Just a heads up!
If you have air units and a spy on the same square, when someone captures the spy they also capture the air units.
I had moved a spy near an enemy capital but was unprotected, so I flew a group of air units to the same square to try and defend it from being captured. Next turn the spy was captured, the air units disappeared, and shorty after attacked my nearest town (I was the only civ with flight at the time)!
Just a heads up!