I do reload on occassion, but rarely because I lose a battle. I'm used to the idea that if you're at war, you're going to lose some units. If and when I do reload it's usually an autosave several turns back, so I can try a different strategy to see if it's more effective than the one that just blew up in my face. I'm trying to learn. Yeah, that's the ticket...
HOWEVER, I have saved and then reloaded when I've used and lost a "favourite" unit--usually one of my precious Level 4/5 or above units that survived my early wars, allowed me to build Heroic Epic and West Point, and got renamed for its troubles. Call me sentimental, but I just can't stand seeing my beloved boys buy the big one. They usually only get sent into battles with great odds in their favour, so if they die, I kind of feel cheated and respond in kind.