It appears that the AI is now attacking support units first, even if they are stacked with a military one, and not only Air Balloons, I've seen the same done to a Medic. It makes sense, come to think of it, as destroying your support unit would diminish your actual unit, giving the AI an advantage. Given that this is now common, I don't believe it is a bug, but intentional, an attempt to make the AI smarter in combat. After all, it makes sense to destroy an Air Balloon, knowing that this will make the enemy's siege unit come closer to your city, where it could be attacked much easier.
There are two problems with that - it is not realistic and it is not fair. It is realistic if ranged or air units target your support unit first, as this way they cannot be protected. However, melee units doing the same is just plain silly, since this is why you have your support units escorted in the first place. Regarding fairness, only the AI can do this right now. If you had the option to choose which one of stacked units to attack first, it would be much more of an even field. I would still make melee units attack military units first in a stack, for the sake of realism.
