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Not that I'm complaining, mind you. I suppose this isn't exactly a bug, just an example of stupid AI, so I'm just posting it here in the main forum out of bemusement.

I'm starting a game of Denmark, slurping up as many pagan and Norse provinces as quickly as possible before Sweden and Poland get their act together. Pushing my army to the limit I invade the two-province remnant of Pomeralia before they recover their troop strength after a war with the Holy Roman Empire that lost them Stettin. All goes well and I've reduced Slupsk and moved on to Danzig when the Yatviags declare a religious defense on me. I'm worried, but I have Sweden and England to call in as allies (not that I expect Harold Godwinson to do me much good as he's tied up still with both Normandy and Norway). I have enough to buy a small mercenary company if I need it, or if the Yatviags dribble out at me I'm ready to take them piecemeal with the 1800 troops I have left. For now I resolve to finish off the Pomeranians and react defensively as needed until I can put together a bigger stack.

...but there's nothing to react to. Just so I could keep an eye on the enemy, I sailed a small stack of ships out of Blekinge to the coast off of the Yatviags' territory, when they had gathered some 3200 men and raised five ships. This may be the secret to the problem -- the Yatviags have only one port, and only those five ships. Their stack is too big to fit in their fleet, yet since they have a fleet they're not marching their army by land. Even after I annexed Pomeralia (giving me two provinces within easy walking distance, though without a border touching the enemy still) they still just sat there. Losing 2 Gold a month due to troop costs. Right now the war clock is slowly ticking up percentages until I presume I can white peace out or, if I want to, even get the win through Yatviag inaction assuming I wait long enough.

So there you have it. Yatviags: they make the French leadership in 1940 look like Hannibal Freaking Barca.
 
I've seen similar things happen, I don't know whether those pagans declare the religious defense themselves or are pulled into it by the others, but they don't seem to attack you if there's a distance between you.
At least I haven't experienced a situation where due to your numerous holy wars a totally distant pagan nation would declare war on you and then do nothing.
I really don't know much about pagan alliances, so it could just be a fail :p