I've read several comments from players who used to reload everything when something went wrong. They claimed that it improved their enjoyment of the game once they gave up reloading.
No one really likes losing units, but once you realise that reloading essentially lets you dictate the outcome of every battle, you'll realise there's no challenge in any conflict in this game. In that case, there's kind of a button next to each battle which you'll have to press in order to win that battle and that will quickly become stale. Or at least, it does for most players.
I'm not trying to tell you how you should play this game as that is up to you. I'm just warning you what systematic reloading will do to your game experience once you realise that there is no challenge left in such a game. However, everyone is different and it's of course all up to you how you wish to experience this game.
I'll present a game experience of mine in my latest game. I was fighting and conquering a weaker enemy when another civilisation amphibiously attacked me at a small island (4 cities) off the opposite coast. This second enemy was at least as strong as I was and came with quite some troops so I lost a city. There was no way for me to get my troops there quickly enough to stop him and it was a challenge to stop his advance at only that single city. I managed to sink his second invasion fleet and after several dozens of turns I could get a significant force there (by ship from the main continent) to recapture my lost city. I got a peace treaty and continued my conquest of the weaker enemy. Of course, this second front significantly slowed my original plans of conquest and hurt the area around the conquered city which took some time to recover. But in the end, I did win that game.
Of course, I could have reloaded to a point before the amphibious attack of this second enemy and strengthen my defences so that I didn't lose the city. I also could have reloaded as often as necessary so that my weak defenders somehow through sheer luck would win their defensive battle. However, after the game would have been won, I would know that I won the game by reloading that sequence and not through my own skill. It would have cheapened the victory.
Maybe, you don't have this problem and you like your play style better. I'm just giving you some experience from others. It might help you enjoy the game more.
Have fun!