I don't think you understand how armies work all too well. The AI only will attack an army if 1) they're "desperate" or 2) they can defeat it with a single unit (like a tank versus a spear army). The upshot comes as that they won't attack something like a conquistador with a knight (and probably not a cavalry unit, but I'd have to test that). On top of this an army has extra movement points. This means that a conquistador army has massive pillaging power in any direction, since 1) the AI won't attack it and 2) it has extra movement beyond its natural 6 squares per turn. If you have a defensive army (like an infantry army) to cover it, it still has massive pillaging just not so much in one direction, but in a decent radius. They also retreat if attacked by an infantry (non-fast) type unit. Some people have actually thought the conquistador "broken".
Check the thread here on this:
http://forums.civfanatics.com/showthread.php?t=94938&page=3