Because of amphibious assaults.
You can’t have boat loads of infantry waiting around in sea zones for the end of a naval battle that might last for months.
I still think ships should be allowed to retreat from combat, however.
Allowing planes to retreat after a round of aerial combat is another idea, but what happens to planes that withdraw and then have nowhere to land because their side has been wiped out on the ground?
You could allow them to retreat to a friendly tt, but that in effect gives them an extra movement point, and it seems to go against the game mechanics.