I don't recall any instance where I had to flee from an AI opponent. This poor fellow rarely manages to capture my castles (unless they are empty or only have a couple of peasants inside). However, in Heroes of Might and Magic III, I often faced tough battles against the AI. And in Heroes of Might and Magic V as well. I believe that one should not run away from the enemy but heroically defeat them, regardless of the losses. Well-fortified castles are the best for this – with proper defense, you can defeat an army that numerically outnumbers the defenders.