Hi!
There was some discussion about this on the beta forum and i think there was supposed to be some code changes related to this... but i'm not sure if they were included in the patch or are still "to be made".
Meanwhile, the solution for the problem is to use the evade combat on the fleet. This way they will sail away no matter which enemy units are at the region.
You should always use evade combat if trying to scape form a port siege situation... BUT it's a good idea to use it in any fleets transporting units as even if you don't see a enemy unit on the departure region, some spy or Indian unit can be hidden there and impede your loaded units to sail away.
On sea its usually a good idea too, as normally you don't want to pick fights on the way, with 10 regiments aboard
Cheers