I experienced the exact same thing today, I am playing a German campaign and my unit of chosen archer warband was on skirmish mode but did'nt retreat behind my spearmen. A unit of Scipii roman cavalry ran straight through them and hit the spearmen while I lost only one archer!

I believe in M:TW a unit on skirmish would only take the unit it was targeting into account and ignore other troops rushing towards them, but I recall reading somewhere that now archers and the like are supposed to retreat whenever an enemy unit is too close; most of the time this works quite good in R:TW in my experience...