When you retreat from a battle, the screen which shows your losses and kills does not display, no matter what. It doesn't make a difference whether you simply leave the map border, or first have all your troops retreat; and whether you immediately return to battle without disengaging from the enemy party on the campaign map, or disengage from the enemy party altogether. There's simply no way to tell what troops you've lost on a battle you retreated from, unless you remember how many you had of each type.