Espionage report

Yeah there is a glitch in that message when you don't get the info on who he used to work for.

Basically it's a spy that decides that you are a better master than the guy who originally hired him.

So they're defecting from other players that have spies in my provinces?

Yup.

Consider it a gift. When a player is out of money (or hides his cash on the market) at day change, any spies on foreign territory will defect. Exploitable? Yup!