Same issue. I've had it 3 times. At first I thought it happened when there wasn't enough space in the party for the companion (and troops) to return. However, that does not seem to be the case, as I cleared out 22 spots in my party with a few days left on the quest, and it still occurred.
Also, perhaps diagnostic: the text is "HOLDING" (all caps) rather than "Holding" (lowercase) for companions with this bug versus those that are currently in your own party.
Also of interest, in at least one case, the quest the companion was on did not finish, it just disappeared from the log. (This was one of the 'find X's daughter' quests.) I later went back to that village and took the quest, this time deciding to complete it myself. I got TWO quest entries, one saying I sent my companion with 6 men to do the task. I was able to complete the quest, and both quest entries disappeared from the log.