Sheap said:
Immortals of any flavor should never rout in friendly dominion. If they do, I would call it a bug.
At least from a realism point of view it's not a bug. Dying, even if immortal, is still likely to be very ... painful, thus, not desirable, thus, a reason to rout.
It would make sense for immortals to get a big negative moral modifier if they are not inside friendly dominion. Being immortal they would fear death more than most.
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Great indebtedness does not make men grateful, but vengeful; and if a little charity is not forgotten, it turns into a gnawing worm.