I did retrain when I took Taras as Rome early in my campaign, but when I retrained some of my Hastati to try and get them to full strength immediately after taking it, they got "retrained"... because there was a Blacksmith in the town. They didn't get the full strength of their men back, though, so that made sense to me (no way to train new Hastati without a Roman MIC).

Your explanation does clear that up though. Awesome. I guess I have to start catching foes when they're distracted before they can retrain their units after a particularly tough battle against another enemy!