I've seen something similar to this. The first time I saw it was during the GOTM. I had a barb swordsman pass right through one of my praetorians and kill the worker standing behind him. Unfortunately, I didn't have a save of that game. However, I saw it again recently with a couple of galleys. I was at war with Monte, and when I saw he had a gelly loaded with troops, I set one of my galleys along the coast as a blockade. I picked the spot intentionally because the tile to the south of my galley was ocean (that's what the mouse is hovering over - the pointer just disappears from the screenshot.) Since the defender gets an automatic +10% defense in sea combat, I chose to let him attack rather than attacking him. Instead, his galley just went right through mine and moved on to the next tile. I tried doing the same thing (moving through his galley) thinking maybe it was a feature I wasn't aware of. My galley headed west to start circling the continent.
Here's the turn before he moved:
And here's the turn after:
Finally, here's the save from the turn before he moved:
Here's the turn before he moved:

And here's the turn after:

Finally, here's the save from the turn before he moved: