[Chazar]

No! Just keep on building those armies and keep on running against the enemy! It might be depressive, but you should grinde them down. One cannot defend every single province at once and wrathing squads are limited by the available gems. For 1000gp you can produce quite a nice number of troops (in case of a sensible productivity scale). Does wrathful skies protect against Ashen Empire in a long run? Propably not, and neither against hordes of average men at arms backed up by few better units...

PS: I think the problem really is that people are just too afraid to loose/use all those affectionately built little neat toy soldiers, even though it would be sensible to do so!