Regarding pila: I guess, they leave the second one in stock so they can start the next attack with it. What really bugs me is the "try throwing a pila" animation before attacking even if they have no pila...

As to the guard mode: in MTW, a unit would return to its post after the enemy started routing even if it was ordered to attack something from its respective guard position. This was not a SURE thing though: there were times when they went on pursuing rather than guarding. In RTW though, I've seen my whole second line break into charge and pursuit in the guard mode without me issuing any commands... Interestingly enough, if you put a group of units under AI control, they'd stop the chase and return to their positions even without the guard mode on...