Quite true. It's part of the sally bug and I think we've covered it before. I would like to believe that CA is aware of it, since it's been brought up a few times here and on the official forums. I'm hopeful that it will be fixed seeing as CA managed to resolve the melee/missile bug in good time.
In the meantime, I try to avoid sallying if possible and if not I try my best to force a confrontation with the AI some distance from the arrow towers.