I'm currently playing a game as the Zulu, and this has happened to me too. I didn't think much of it until I read this thread. I just remember an awkward moment with the promotion icon appearing on the side, clicking it, and the impi being selected with no promotions to choose until the next turn. Or maybe I WAS able to upgrade the impi, but the icon on the side didn't go away... I forget! I just ended the turn, and on the next turn I believe I was able to just right-click it away.
EDIT:
Okay, it just happened again, and this time I was paying attention.
So, it does indeed seem to trigger off of the impi's free, initial ranged attack. The promotion icon appears on the side. When you click it, it brings you to the unit, but you can't do anything to the unit yet. Once you proceed to the next turn, a new promotion icon appears for the same unit which works normally (the old buggy promotion icon is still present on the side as well). Clicking on the icon from the earlier turn still does nothing (as expected) and you can right-click it to make it disappear.