I posted a thread almost exactly the same as this one a week or so back. I was fighting the Dacians as Julii. Long story short I got slaughtered by their full Falxmen army and ran away with 1/3 of them - losing every single one of them plus my 7 Star 6 Management General. It's a bug that you lose all troops which don't take the city but instead are defeated at the gates. This is true even if you take no casualties and are just there to harrass the enemy with some Horse Archers and press the Withdraw button. Booo-Urns.