Haha

You guys are funny!
It means that we already tried, but we didn't meet the same problem. As Linda told you: "we never met this". Three of us have tried it with different saves, no luck. It works for us as intended.
So it's either not buggy for everyone (in that case your savegame would be very useful) or we misunderstood something in your description.
What I did is: selected one of my armies (Sir Balan) and went to another army of mine (Sir Kay), gave artifacts to Sir Kay and some troops and then closed the army/artifact "trading" window. And without selecting any army again, Sir Balan's army was selected by default and when I clicked away somewhere on the Campaign map, he (Sir Balan) and his army just moved there - everything as intended, no bugs.
So please send us savegame (and let us know which campaign it is - Original / Saxon / Welsh) or correct me if I was not doing the same thing as you did when you experienced the bug.
Thanx.