Looks like your escort did not explain everything properly then.
I go to Gamma -- I encounter C:: -- I attempt to RP with them -- I chase them to Xi -- They start disrupting me -- After gaining up on them I engage -- I get engaged by the transport that I attacked -- They jump to Munich -- I jump to Munich without actually noticing that I am jumping TO MUNICH (which I know is out of my ZOI) -- RP from the escort and engagement notice. -- PM from a transport that I am out of my ZOI -- I notice that I am in Munich (pressed F6 to look at map.) -- All transports, along with the escort which I was fighting, engage me. -- Jump drive cooldown goes down -- I jump and they follow me. -- I escape from them completely and kill myself (15K from the engager, so no PvP death)