I'm not sure if I've replicated this behavior, but I think I've seen what he's talking about.
When you enter the world map, any *adjacent monsters* either follow you, or give a "so and so wanders into the wilderness" message. I *believe* that sometimes, when a monster follows you, it won't actually show up the next time you enter a dungeon or have an encounter. This will then sometimes generate "so and so wanders into the wilderness" messages.
Anyway, to get the behavior, have a wilderness encounter, walk to the edge of the map, and wait a bunch so that the monsters are next to you. Then leave and have one or more other encounter(s) and see what all happens. You get a mix of stuff,it never occurred to me that this was a "bug" as such; I always just assumed it was a yet-to-be-implemented feature.