[_Tim_]

I've seen that consistently in many versions of the game. As Andy says it is a game feature. No amount of rallying will bring those units back into the game under your full control. If they are core units in a campaign the best thing to do is get them out of the way rather than risk losing them completely - pinned units will load onto transports so think of it as casevac. If they aren't core units they might prove useful later in the game - they may be capable of one or two shots should an enemy unit stray into LOS.

cheers,

Tim