They should at least warn you that withdrawing will make you lose your army. What if I have 8 stacks out and about? I can't remember how many movement points each of them has left after every turn!

I think the gameplay v. realism would be balanced best if your army, with depleted movement points, could withdraw once from battle and if pursued (attacked again that same turn) they must fight or surrender. This would also accomplish the "warning" thing above.