This commonly occurred in Beta2. It was supposed to be fixed in Beta3. It had to do with canceling a hero offer then fighting a battle that turn that captured a city/buying production/viewing a battle report (basically any where you clicked an OK button seemed to pass the OK through to the closed hero offer menu).
I believe it could happen on any map where the upper left corner is land and not water.
If I wrote a secret line of code you best believe it would always activate the hero on my turn
KGB