The units disappear in the replay as well.
Not only that, but the screen shots of the original battle and the replay show my artillery in different positions. That might be why enemy units walked through my artillery and nothing happened. If it matters, the unit the artillery was in was in a defensive line.
Units would simply vanish. During the replay they would show losses, then on the next screen update they were gone.
I've got screen shots and the replay if you want them.
Hook