In my current game (with my modmod), I have again come across the issue of an HN unit being able to capture rival cities while not at war.
I'm playing as Varn Gossam of the Malakim, but going contrary to the lore I adopted The Council of Esus state religion and trained the hero Gibbon Goetia.
I was at war with Flauros of the Calabim, but made peace and then found Gibbon Goetia could keep capturing cities anyway.
The Mirror of Heaven is near my capital, and I think Gibbon has lost his HN promotion at least once to the Revelation effect triggered upon a unit moving onto that tile.
Since in my modmod Gibbon is not an archmage hero but an assassin with the Mimic and Shapeshifting ability, the issue could be related to it gained promotions that way or converting back and forth between unit types.
I have a saved game from which I can consistently reproduce this behavior, but it is with a version of my modmod which I have not yet released (since I was planning on merging in your latest MNAI update first) and would not be compatible with the version you could download online.
Edit: I just tested by adding a bunch of HN Nightwatches in worldbuilder, and found that they too could capture cities without war after killing all of the units (including workers and ships) found on the tile.
Edit2: I just tested the issue in my copy of MNAI, and found that a Hidden Nationality Nightwatch can always capture an empty rival city even without war. None of the other factors I thought might be relevant actually seem to be.
Edit3: I just confirmed that this bug is still present in Version 2.63