Let's say you're used to playing Fire Emblem: Path of Radiance and Radiant Dawn, and you see the option to escape, and you're so happy because you're surrounded by enemies and you can't possibly defeat all their numbers, so you go ahead and you "select" the tile and press "escape" and the whole army goes along with you...
Now picture having the same situation for Fire Emblem: Thracia 776, and your lord is the closest one to the tile, so you use it and end the chapter. Then, the next chapter, you find out that because your lord was the only one to move up, they're the only ones that are available in it (and for the rest of the game until you recruit more people) therefore questioning why you were such a coward and eager to leave the chapter, and didn't you just fight and let your units escape before you...?!
Also, picture having enemies taking your characters (they look like 'rescues' from FE6,7,8), and when you defeat those enemies, they drop your unit, only for you to realize they also took their weapons leaving your unit unable to fight *Cries*
Thracia 776 was so hard, but fun!