I often kill a barb nest with archers. I'll kill the last guy and on the next turn I just walk in. I have not noticed one time in my current game that I've done this and the barbs have joined me. I killed three nests in a row and didn't get one 'join'. Does the coup de grace have to be with a melee unit for the 'barbs have a 67% chance of joining you' thing to work?