When buying cavalry, the game didn't return to acion phase. I had also topdecking from Bauble in action.
Museum, Circle of witchers and ferry.
Game #113061655, rated.
urho: 41.3
Pit318: 42.91
Unfortunately, the game doesn't load :(, so I can't check the specific game. But I will do a few test games to see if I can reproduce that.
I tried some games, including Bauble and Cavalry. I never encountered your problem. I did Bauble effect first and Cavalry effect first, it worked both times.
If you return to the Action phase but have no more Actions, that usually means you can't do anything any more in your Action phase, so you immediately advance to your buy phase. That isn't any different after having 1 Action left and playing Smithy. Could this be the situation you encountered?