I personally don't miss the retreat option. I always found it annoying when I went into combat and the opposition had one more combat movement point than me. I would have to break up the fleet, surround the ship in the system map, then send in a kill ship...
If people don't want their colonizers to be killed, why don't you send an escort (role, not ship) along with it every time you send one outside your "control area".
Always: Scout, Secure, Colonize, Reinforce, Build, Scout, Secure... on and on.
To initiate attacks while cloaked, you need to make sure the victim can see you. So, decloak and recloak when you're finished (or you could make a satellite with sensors, deploy it in system, give it to the victim, then attack... might want to destroy the satellite afterwards
).