This is embarassing...
I have made a mistake, I upped the defensive ability rather than the armour of Gallows. No wonder the spread was so high.

But with the correct values in place it wasn't all that different really.

Gallows: 53 losses
Limitanei: 20 losses

I know all arrows have been used because te horsemen whips out their little swords and just sits there waiting for my men. And as we all know hose archers bring out their swords when they have no more arrows. But in any case I waited a minute or so (3x time) so that any unspent arrows might be used up.