I have had the same problem as well. I just keep going up and down the coast trying to drag the army off and eventually it works. I am not sure how factual this is, but I am pretty sure I have better luck if I click on a unit and hold the button down and drag the cursor over land and release (I wont release until the cursor type changes to show that the unit can be moved) than actually clicking the unit and then clicking the land. I hope my explination makes sense