But, yes it's will move the closest and then attack with charge through.
It come from the targeting rule:
6. If there are no valid targets, the enemy will move as far as they
can towards the closest Oathsworn (whether they are in LoS or
not) who is not excluded from being targeted for any reason, with
ties broken using steps 4 and 5 above. In this case, the enemy will
perform as many of the other effects on the Stage card as it can.