Warning that spy will be caught?

[JustinianIV]

I looked around and couldn't find info on this potential bug.

When spying on Japan as Celts (Emperor), I had my first and only spy in their capital for about 10 turns. I had 4 more turns left before I could steal a Japanese technology, when I decided to go to see how they felt about me. To my surprise, they were hostile and one of the reasons stated that I was "caught spying on them" or such.

When I saw that I took my spy out of there ASAP. I don't know if my spy would have been caught if I left it in their cap.

I assumed that this was a bug which let me know that my spy would be caught. Of course, perhaps Japan had no idea about.

Spy was level 2.

Is this common?

 

[Optional]

I'm no expert on this, but what makes a difference is where Japan has its spies.
If Oda has a spy in his capital yours will get killed when spotted. Your spy has been spotted, but Oda didn't have a spy in Kyoto (I think that's the name of their capital, right?), so he can't kill your spy.
I would have expected Oda to call you, though. If someone like Gandhi finds out you're spying on him, he'll immediately say he'll forgive you (although still at a diplo penalty). But that usually goes with a dialogue where you're being asked to remove your spy, with 2 options for you; saying you will stop spying on that civ, to get the forgiveness, or you can say your spies will go where they please.
Maybe Oda doesn't call you because he's not the kind to be in a talkative mood after an incident like this (that's me guessing)?

I have no idea whether a civ is more likely to put a spy in their capital after finding out someone's spying on them.
You do net get a warning as such that your spy is going to get caught, I'm pretty sure that's not what's going on here - and I'm not thinking there's a bug.