[Nagot Gick Fel]

Originally posted by Arryn:
According to the compendium of tips at Sunray's site, you're correct (and I'm wrong). Be that as it may, I've seen it happen, so there's a bug somewhere that can crop up.

It's not a bug. Unlike other commanders, immortals won't retreat when all their troops are killed, or once a leader is killed and they're part of a 'leaders only' army. They may still retreat when the battle Lasts long enough to reach the 'autorout' phase - a feature that's been implemented to prevent unending battles.