The hearthperson adventurer I had just created at a town was being followed around by soldiers from that town (the asterisk kept trailing me as soon as I first left, consisting of soldiers from the meadhall and even the lady consort, who was a mace(wo)man), and whenever I stopped to ask them what's up, they all said they were in an important mission and nothing else. A couple of times I had the battle dialogue show up (ask to yield, ask to stop fighting, etc.) but it seems that the conflict would always immediately de-escalate as soon as they spotted me.
The only thing legends mode revealed after the adventurer came to exist is that when I picked up a book to read it at the meadhall the game thought I took it from the site, so maybe they are bugged artifact questers trying to retrieve an artifact that they already have, but the "last known location" was still in my inventory.
The soldiers did help me take down a couple of night creatures, though. Immediately after encountering the baddie I would run back to them and let them fight it (and get brutally mauled in the process), then I'd finish it off by beheading it from behind. Sadly, they all died in the process.
Anyway, there are still a lot of odd things going on in advmode. For example, vampires that were exiled to lairs show up naked when roaming the map, and thus immediately run away. I've also found a newly founded mercenary band of crossbowdorfs (only two of them) and they were an asterisk in the map, sleeping in a tent. When asked, they said that they were running away from danger in their former homes, but legends mode says nothing about it for both of them: they were regular soldiers that decided to form a mercenary faction, and their home site wasn't attacked or anything.