Unexplainable event...

[MSB]

I suppose that it would have something to do with the fact that gladiators are a super elite unit anyway. They are even more destructive when they are given max weapons, armour and experience. I am, however, very surprised that you did all that without losing even one man

And, if you do a bit of messing about with the game files, you can destroy walls. You can also destroy walls by using a certain cheat too.