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Margab

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Yeah same thing happened to me too. I'm not sure how it happens, but it doesn't happen all the time, only in certain conditions. Try reporting to the bugfix forum
 

Darkrenown

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If you annexed them after fighting them any troops still fighting or maybe with retreating enemy troops in the same prov go back to the force pool. I belives paradox are looking at it.
 

unmerged(12568)

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I restarted a game once because I thought I had lost a large army. The next time it happened (I think it is when they are still fighting) it was onyl a few divisions so I didn't worry about it and then found them in the force pool. I could've kicked myself for not saving the other game.
 

Rezag

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I have noticed that troops end back to forcebool in four case

1) Province has retreating enemies.
2) Annexing triggers randomly? partisans and troops in those province go back to forcebool.
3) your own troops that are retreating.
4) Your troops that are in your allies land that were conquored by annexed nation just before annexing