Pretty simple: when you win a battle, if there are no enemy armies left on that square, your army should move there. I can't think of any reason why this shouldn't be the case. It would make clearing out monster lairs in woods/hills/etc twice as quick but ten times less frustrating. (10x is an estimate, but I think it's accurate.)
It's more realistic--what is the point of fighting battles but to win the battlefield?
It's more rewarding--gives more of a sense of accomplishment for victory (minor, true, but more nonetheless).
It's more consistent--when you conquer a city your army is moved into the city. Why not the same for battles in the field?
It's more fair--is there anything more frustrating than having a rival swoop into that monster's lair when you fought the battle?
I know that it's a complex code base that makes up LH, but I can't imagine this to be too hard of a change. Granted, it's not fixing a typo in the XML, but it's not reworking the AI either. For how minor a change it is, it would go a long way to making LH feel more polished and (dare I say it) fun.
It's been this way since WoM, but that doesn't mean we can't change now. Right, Stardock? Right?