Your troops return into Acropolis without attacking or besieging of a hostile City or Emporium in the following cases:
1. Your opponent has activated Total Protection over his City.
2. Your opponent has relocated his City to another place on the global map.
3. The targeted Emporium had depleted before your battle squad has arrived to capture it.
4. Your units will return to the Acropolis without attacking an Emporium if your opponent loses his control over it. Please note that it is impossible to attack an Emporium which isn't controlled by any player.
Many players use such a tactic to minimize their losses: when the player who keeps some Emporium notices that this Emporium was attacked several times, he recalls his reinforcements remaining it unclaimed.