[archaeolept]

retreats are resolved after combats and, as such, the units had no legitimate province left to retreat to. That is not a bug, but how the game works.

If there were units in your army which are not in the province afterwards, two possibilities exist: 1) that they were under the effect of poison or decay or somesuch, and so died, or 2) that the battle result you saw was not the actual battle, due to some incompatibility of OS or versions.

edit: I believe routed units from a magical phase battle will appear in the retreated to province in time for the normal battle there, though.