Diety with no unit losses

[EdTice]

I've only ever won science and culture victories on Diety. I try to follow the advice of "don't lose units." But it seems that every game I lose one or two. Either a city puts walls up instantly (I guess they gained suzerain of a city state that let them purchase the walls) or maybe I've build some slingers to get the archery bonus and they end up in a bad place. Or a Cuirassier comes out of nowhere and attacks a unit healing somewhere I thought was safe. Is that advice just a little bit of hyperbole (i.e. keep losses to a minimum) or is it really possible to have a strategy where you don't lose units. I'm currently trying to win a Diety religious victory as Poland and it's especially hard in the Classical and Medieval eras because I haven't quite caught up after using most of the ancient era to get the religion.