It almost seems like the default behaviour is to separate them. I'm far more likely to see an AI family member running around by himself than with a big army.
This makes the computer family members very very bribable (brutii keeps losing heirs to the greeks) and also very easily killable. Plus it looks silly.
The carthaginians, for example, have a stack of maybe 17 units in an army in my province. Then, right next to them, a lonely family member with no one else. They've been like this for 3 turns now.
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