When you choose the siege, you'll see one army above the siege screen. There are two close buttons, 'x', the top one for the army and the one to the top right of the siege screen for the combat interface. If you select more than one army (as in your case), and you click on the very top close button, it will cycle through the selected armies until all are deselected. This worked on both EU:R 1.3 and EU:R VV 2.1 for me.
I guess Melichai dragged the siege interface down on the screen, so he could see both armies - or has a higher resolution than 1280 x 960?