Interesting.
I haven't really had that problem but I've noticed that when cavalry approaches a group of routers the rear few will turn & attempt to make a rear-guard defense.
Haven't noticed any loss of my own cavalry but its certainly a nice touch.
The MTW losses were because routing units counted as charging (but with no follow up attack) so they had potential to mow down guys that blocked their escape.
I actually wish they'd bring that back because you should need to be wary of getting between a desperately fleeing foe & their escape path.
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