Nope the excess retereats out of thew province. The only way to make the horde evaporate is to try and take ALL the provinces arpound it, leave no line of retreat and then go beat it. Rout them off the field quickly and stop any reinforcement coming on, and a victory will destroy the horde. Otherwise do it the hard way, province by province. Remember the AI isn't always too bright with orders of baattle so the troop seelction it has might not be hte best the horde has to offer to start with, though it will be the highest honour general, so try to assassinate him then attack htat season. If it's got guns attack in Autumn or Spring and hope it rains

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It's not a bug, it's a feature