It might be an ability of the wargs, since apparently, people mostly (only?) see it with wargs. That's the only place I have noted it. Battle Masters have a Riposte ability, which attacks as a reaction when an opponent misses an attack. It might be a variant of that.
Even if that is the case, the fact that you never see your missed attack would be a bug.
@Evandir
I have never seen an attack on a preview, but I have been attacked immediately upon starting down the previewed path.
I would bet on Evandir's explanation though, with a variation: the auto-pathing when moving around an opponent is flawed - it will take you out of the threatened area, provoking an opportunity attack. So automatically moving up and attacking might cause the auto-pathing out of the threatened area problem.
