That must be a bug.
From the Europe 2nd ed. rules:
Sea Units Starting in Hostile Sea Zones
At the beginning of the Combat Move phase, you might already have sea units (and air units on carriers) in spaces containing enemy units that were there at the start of your turn. For example, an enemy might have built new surface warships in a sea zone where you have sea units. When your turn comes around again, you are sharing that sea zone with enemy forces.
If you are sharing a sea zone with surface warships (not submarines and/or transports) belonging to a power with which you are at war, this situation requires you to do one of the following:
• Remain in the sea zone and conduct combat,
• Leave the sea zone, load units if desired, and conduct combat elsewhere,
• Leave the sea zone, load units, and return to the same sea zone to conduct combat (you can’t load units while in a hostile sea zone), or
• Leave the sea zone and conduct no combat.
Once these sea units have moved and/or participated in combat, they can’t move or participate in the Noncombat Move phase of the turn.