This was not part of the original game. Maybe in a subsequent major release.

I would really like to see this option.
On numerous occasions I have been forced to suicide my remaining units on 
fortresses after I defeated all enemy units. Because these are usually 
expensive rocket launchers this is a real waste of money.

Maybe to keep things fair the option to retreat only becomes available after 
you defeated all enemy ground units (except the radar car/radar jammer of 
course, since they don't need to be killed to win).

It is a bit of annoyance sometimes but if I can't defeat the planet, I usually 
reload a save before the battle and strenghten up the attack. There is ground 
battle feature where you disable the power plants, the fortresses stop and you 
win the ground battle. Unfortunately, this isn't working properly and you have 
to destroy the power plants completely in the current version.