I play on VH/VH, and can honestly say that I've never seen that happen. Either they come at me one-by-one (in games where the unts flow in to replace ones i've destroyed or routed), or else they form up and don't attack after I've routed (or barely survived) the first army. But no instances of wandering aimlessly around the map.
Edit: I'm not refuting the experience of others, but it's curious that not everyone sees this.
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