Pretty sure this is one of the following completely bug free features :
A Hearthling has automatically and secretly promoted itself to Witch, and is protecting her den full of victims from external harm.
That suspicious tower you are building must be the base of “The Tower of Insert Diety” and no evil entities can enter its vicinity unharmed. Unfortunately the Goblin is seen as Mildly Annoying, which happens to be marginally evil.
The Goblin was leveling up it’s run skill, and happened to hit level 1337, unlocking the ‘Faster than Light’ perk. Instantaneously allowing it to zip past your defenses unnoticed, but subsequently into the cliff face over yonder, killing itself instantly and before you could even see it happen.
But I may or may not have been running into this bug without noticing. I often find myself hearing battle music starting and stopping with no good reason, often.
If it helps, I only started noticing it after i’d finished the Goblin campaign and only from the smaller camps. They usually got pretty close to my town, (sometimes even touching a building), before just disappearing.
They didn’t do the poof dead animation, they just vanish in a blink.
I’ve had that happen a few times. It just happened again. Release 453 (x64). I did notice it after ~ Burlyhands said the surrounding towns were glad I rid us of the goblin threat. I may still see some small bands. Will observe.