Why are they fighting me?

Linked armies fight as one even if one of the parties would not be in a war against you.

They aren't fighting you--they're just standing in the county. That's why their name is grayed out. Look at the numbers for the Army of Count Roger, your enemy. That's the full size of the army you're fighting, and the italians aren't added to it cause they're not involved.

EDIT: Nevermind, I'm wrong!

I think this is a issue that probably is known by a decent amount of people if you happen to see a thread of it in a past. As it current stands neutral parties that are attached to your enemy stack and allied will help that enemy stack in what ever battles. It's also like how you can have 3rd parties help you siege if you were the first one to start it. What I'm not sure if it's generally regarded as a bug or wad by the forum community.

I'd disagree that it's a bug. It seems to me to be in the spirit of an alliance - sure, you might not be actively seeking out battles with the forces you're not explicitly at war with, but if your ally is involved in a battle right next to you it makes perfect sense that you'd help out.

Also, it's actually not incredibly easy to intentionally exploit; the AI will seek out the war goals of the wars it's involved in - they don't necessarily follow your army around all the time. The concern about not having to put holdings or troops at risk for the allies isn't relevant either, because if your allies were at all capable of significantly influencing the war in your favor their holdings wouldn't be at risk anyway.