I wish the testudo was that great in the game. If I remember correctly, in the Carrhae historical battle if you leave your guys in testudo the cataphracts ran all over you. One frontal charge on the testudo sent guys flying everywhere.

I think its just better (and more flexible) to leave them in loose formation, esp. for sieges. Arrows still tend to get into a testudo and kill people in the game, and the less time your unit is exposed to fire from the walls the less casualties they'll take, hence running in loose is better.