Qactus
Romani ite domum
Not totally sure myself, but I've seen that myself. Sometimes if I'm stealing from one AI, the others will protect their workers..sometimes. I've seen AIs protect their workers even before any aggression on my part.
My guess is it has something to do with a units coding when built. Some units are coded to defend (you may have noticed a city's defenders not attacking your warrior if next to the a city, even though it is a sure kill). Others are coded to attack, explore or defend workers/settlers
About archers escorting workers:
The same question was raised in G-M 137, which was on Marathon speed so everybody relied on worker stealing. Unfortunately it's such a huge thread and I don't remember who gave the answer, but the answer was: archers and workers move independently, only when a wandering archer "stumbles" upon a worker, it will stay with him to protect him.