I'm not sure, but I think you're referring to RTW. I've never played it, so I really don't know how that works. But in MTW, when I'm running down a routing unit, I will intentionally try to let a few men escape. The reason being is that the AI does not rebuild depleted units. This can give you an advantage in future battles, in that MTW (vanilla) allows you to bring in a max. of only 16 units at a time. So if the AI is bringing in partial units and you're bringing in full... well, you see my point.