The same is true if you come under fire from a flame thrower or if you decide to charge something demonic. Some troops rout more readily than others, chaos cultists seem to do it all the time, whereas marines are sturdier. The campaign mode is the main focus of play. As you progress through the campaign, equipment runs low, marines die and can't be replaced, your troops become more adept. At each subsection you can choose to attempt your final goal first, or engage in minor missions beforehand to gain experience.
Experience is really useful, as it grants extra APs and better chances to hit.
But you have to beware of losing important squads or marines on these minor missions, you won't get them back. Admittedly aside from the minor missions the campaign is a bit linear. But it nicely conveys the nature of the WH40K universe. The set missions have a nice variety to them, but the randomly generated ones can become a bit samey. There are fifteen set missions in all, which might not be enough for some players.