Ok. Took me 5 minutes playing without trying to do something special to find an example for you. Hohhot is only captial fort, so Ereen is their only ZoC fort. As you can see if you compare the dates, my army had not chance of walking to khara and back.Do a quick and easy test.
Enter a fort ZoC. Try to move to an adjacent province in that fort's ZoC. You are forced to move back to the original province first and then back into the ZoC. The AI doesn't have to do this.
edit: btw although you did not ask for this, the original case was actually whether I would be able to walk from Hohhot to Ordos. Here's the screenshot for that (a little later since I only just remembered, but I actually walked that way to occupy Ordos):
edit 2:
And another one. Walking through the fort. This guy came to dornogovi from the west!
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