Adraeth.633: same here, the only way to start a single palyer skirmish is empire vs empire, when you select another army it does not trigger the start
There should be a button under each player/AI that shows what army they are using. You can click on that for AI to select their army but it has to be filled randomly, by you or a built-in army loaded up.
Edit: Some maps are set to custom for gold per player, which makes them only playable in a multiplayer setting against human players since you can't select AI opponents.