AFAIK, they are - it is just that they get a huge "cushion" of +20 which usually offsets any threat to their loyalty meter. So what you experience appears like a rare oddity you could easily post in the funny/strange screenshots thread, but is no bug...
Even with the +20 loyalty buff for CSs, it looks like you're playing Eleanor with high population cities nearby so you're exerting alot of loyalty pressure on tiny Wolan and overwhelming them.
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