After finishing The Battle for Fort Amol and returning to the Imperial camp, Legate Rikke tells you that they're marching on the capital (meaning Windhelm) and meet the troops there. However, the quest marker remains on Rikke (at the Eastmarch Imperial Camp), which was confusing until I finally figured out that Tullius and the troops were at the Windhelm main gate.
It looks the problem may be with the Target Ref field on Objective 1000 for CWSiegeObj. The target alias is set to "General" which is confusing given that there's a separate quest alias named "Tullius" under the Quest Aliases tab. Since CWSiegeObj handles both the Battle for Solitude and the Battle for Windlhem, I'm not certain that there's any way to correct this problem. I don't recall the same thing happens with the marker when you're playing on the Stormcloak side and preparing to take Solitude.