This is something I don't get. Joshua Graham failed to take Hoover Dam and was publicly "executed" as a result, even if he survived. So why, then, would Legate Lanius even think about retreating? And when he retreats, he talks about it only being temporary and that he would meet you in battle another day. Why would he think that? Wouldn't he know that a similar fate to Joshua Graham more than likely awaited him? Wouldn't he have instead fought to the death?
Caesar and Joshua Graham were a lot closer than Caesar and Lanius. Perhaps Lanius is more loyal - arguably - but why would Caesar treat him any differently?