Several times my brothers have been targeted with range weapons while “hidden” and not adjacent to enemies, this time I am adjacent to an enemy and it is clearly visible yet retains it’e “hidden” status.
Working as intended. The ‘Hidden’ status effect doesn’t mean that a unit is necessarily hidden to you or the enemy right now, but that at its current location it would be hidden unless uncovered, whether by attacking itself, and thereby announcing its presence, or someone moving adjacent to uncover the tile, as is the case in your screenshot. It works the same for both you and the enemy.