The worse is when the party retreats, one person gets caught, and the entire party comes back, which is enormously counter productive. I've seen them do this once before - maybe they learned a lesson? Although that time they retreated more because the enemy was slow and annoying, not overwhelmingly dangerous...
Loyalty is not a bad thing.
If it is a railroady situation then don't put them into that kind of predicament. If it is more sandboxy where the characters choose their path and the players are effectively co-writing the story and campaign, let them die. Death is a great learning experience for players early on, and hopefully it will teach them not to attack every thing they see. I was playing recently and we were facing something that looked particularly threatening, and I voted to run. My friend said "but killing things is how we get XP". That player needs a dead character--or six--to learn not to think along those lines.
Personal peeve... GMs who think dead pcs are valid teaching (metagame cuz the dead pc did not impart wisdom to its replacement) but players thinking meta-game for their choices is wrong.If it is a railroady situation then don't put them into that kind of predicament. If it is more sandboxy where the characters choose their path and the players are effectively co-writing the story and campaign, let them die. Death is a great learning experience for players early on, and hopefully it will teach them not to attack every thing they see. I was playing recently and we were facing something that looked particularly threatening, and I voted to run. My friend said "but killing things is how we get XP". That player needs a dead character--or six--to learn not to think along those lines.

(Dungeons & Dragons)
Rulebook featuring "high magic" options, including a host of new spells.