Check the general's vices and virtues. Some generals have "skilled attacker" or "skilled defender" which means they only get command star bonuses when attacking or defending.
Generals can also permanently gain/lose command stars due to other vices/virtues.
There are a few possible causes - a vice such as "good runner" seems the most likely - or that your units were too heavily armoured and got tired - or they were too far away from the general. Valour is not morale and the valour bonus from the general's command stars does not bestow morale on a unit as normal base valour does. Instead the general gives a morale bonus to his units based on proximity. Check the numerology thread I linked you to in the other post for more details on this.
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