if an army got that "Fight to the Death" symbol it is not possible to retreat this army, that is clear.

what happend to me is:

My army was attacking the city in Bastetania (spain) and I retreated them and this army dissappears!!

I got the message "A Noble Death", and that was it, the point is that this was my first attack with Romani in Spain, so the Game saw no space to retreat.

I hope I could point it out

XSamatan