Not sure if it's a bug or just coincidence :
when you have a city which will be captured, select it, keep the mouse down and when it's captured send the soldiers where you want.
DemigodX
For this kind of "problem" you can just finish the other levels and come back with better weapons do take the gold medal.
And even in real games as RedFaction Guerilla the physic is not realistic (sometimes a building is still up just because of a pillar which support tones of concrete...).