Yeah, that was me - I lost my Carthaginian faction leader by ordering him to attack the enemy, but in doing so he ran through the back of one of my unengaged phalanx units - he did a stunt leap over the top of them and got skewered by the front rank. I initially thought it was a bug, but received enough replies to convince me this was an undocumented realistic feature... Either way, my advice is to take the phalanx out of phalanx formation before running any cavalry through the back of them - it makes sense if you think about it. Since doing this, I've not lost any more cav through bizarre showjumping incidents...