Minions being attacked message when interrupting their training with a rally flag

I keep seeing this and keep forgetting to add it, so here goes:

I have a bunch of beasts training in the arena. When I place a rally flag, they stop training - and as soon as they do, very frequently I get the message that my minions are being attacked. I go to the location of the message, and it is nearly always right by the arena where minions are exiting to go to the rally point.

I think what is happening is this: They fight each other, but since it's in the arena, it's "allowed". As soon as they begin exiting the arena, they might still take damage from a previous attack, and that attack then counts since it is no longer part of the arena training.

I wouldn't call it a big bug - just creature comfort (pun intended).

Not sure if this warrants my computer information - if it does, please let me know.

Game version is 1.4.2f8.