True in all cases there. However, I've had my TG run off the board in a smiliar situation (was after a round or two of combat) and it sucks to loose a big unit of infantry like that. Especially when there's an expensive character in the unit. I guess cheesy is the wrong word to use for this situation. Let me put it this way.
I can easily identify with the frustration of seeing your troops go running off the edge of the board for something such as this and I'd do everything in my power to make sure it wasn't going to happen to me.
So, I'll happily retract the 'cheesy' comment, because I can even see myself using this as a highly effective tactic, not just for low leadership, but for stuff such as HE's as well.