I'm not sure about the "shouldn't" - but I agree with the description of 4e play, at least at the upper tiers (and my group plays without Expertise feats). When the 29th level PCs in my game
defeated Orcus in his throne room, it was a level 37 encounter. They have since gone on to have multiple further encounters (and have not yet been able to take an extended rest). In
the most recent one, which was 35th level to their 30th, they had to retreat because they were down to two surges across the party, with the fighter on 6 hp, and they didn't have the ability to close the distance with their flying adversary.
So while retreat is not common in 4e, it does happen! Upthread, [MENTION=6787650]Hemlock[/MENTION] mentioned Rope Trick: in our game, the invoker/wizard PC cast a rapid Hallowed Temple so they could take refuge in the mausoleum of the Raven Queen. (A Hallowed Temple can't be entered by undead, and their adversary - Jenna Osterneth - is undead.)