If it's cheating, it's allowed
I don't think so though, in all the games that I've played (which is quite a few) I've never had some single crossbowman gun for a commander (though I wish they would).
Though my common practice isn't to put my commanders near enough of a mass of troops to warrant a type 'closest, rearmost, cavalry' etc. They have enough space that if a random arrow flies off and hits them, its their just deserts, but it's very hard to directly target a command position.
Like I said, maybe you were unlucky. The game is filled with variables.
