Speaking of routing, although not related to immortals, I have long wondered why I will apparently win in the battle reply, routing all enemies units on the field (apparently before round 50, though I don't keep track), and yet lose in the actual battle results. I know for close battles this sometimes happens, but it sometimes leaves you feeling robbed.

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IMPERATOR·CAESAR·LVCIVS·SEPTIMIVS·SEVERVS·PERTINAX·AVGVSTVS·PIVS
Be harmonious, enrich the soldiers, and scorn all other men.
-Emperor Septimius Severus, to his sons shortly before his death, quoted in Dio Cassius (77.15.2).