Yeah, they really like to do that. Right now, I'm playing as Arantir in the fifth map of the Tribes of the East campaign, and the AI just keeps running away. Moreover, the demons, which seem to be scripted to do so, always attack me regardless of my army composition and their position, and they never run away. But the heroes of Haven run away after just one or two attacks!
Added 5 minutes later
This time, I decided to try a non-standard build?
No, I didn't intend to do a non-standard build. It just turned out that way, and there are no mentors in the base campaigns or in Tribes of the East, as far as I remember.