Which difficulty level do you play without reload?
I think prince. I don't play insane difficulty levels this way.
I do much the same thing, but I will still reload if I something happens I think will cause the story to suffer. A good example would be a game where I sent the Baron into the southern wildlands to create an army of barbarian werewolves. Unfortunately the turn after he stepped of the ship he got eaten by a superpowered bear. Which is a funny anecdote, but not quite the "story" I was looking for, so I reloaded.
I got a good laugh out of this one, but one thing that playing without reloading does is teach you to be much more careful. I would never send a hero into enemy territory alone. I rarely leave even Acheron at full strength on a tile by himself. I generally avoid battles with important pieces that don't have at least a 99% chance of victory.
But I'll tell you about how the story has played out in my current game to give you an example of how I play.
My kingdom was spread out along the south coast of the upper part of a large continent. I was hemmed in on three sides by a very friendly Hippus civilization but I was worried because she had one simply gargantuan stack of cavalry. I was playing Bannor and I knew that war was inevitable, and eventually relations grew strained between us and someone at war with the Hippus asked for help and I declared war.
Now I had two large armies with leaders, one to the west and one to the east. On my west flank Acheron the Red Dragon held a town, and it was close to this that the huge army of Hippus cavalry was camped, together with a large army of warriors that belonged the Khad, who I was currently at war with. I had the technological advantage, and both of my armies had a hill giant from the Pact of the Nilhorn.
I moved the western army next to the Hippus army of cavalry and moved against the farthest east Hippus city with my eastern army, which was the stronger. My plan was to perform a pincer movement and destroy the Hippus. I assumed my eastern army would do better than my western so that the eastern army would capture the bulk of the Hippus territory while the western army pinned down and hopefully destroyed the large army of Hippus cavalry.
It was a good plan, but it didn't quite work out as I planned it. I moved my western army next to the huge army of Hippus cavalry, and I was annihilated, and lost every single unit in that army, every single one. The Hippus and the Khad suffered heavy losses, but nonetheless I was shocked, and in other games I would have reloaded, but I didn't this time. Meanwhile my eastern army did as well as I expected, and I took every Hippus city except for the last one next to the Hippus army at which point I sued for peace with both the Hippus and the Khad.
My final objective was to capture Acheron the Red Dragon, and eventually I made a beastmaster unit with which to do that, but he needed to gain some promotions before he would have the subdue beast promotion. I had planned to include lots of cannon fodder in the army I went to capture Acheron with, and I combined all my forces into one massive army, and declared war on the Hippus and the Khad again and the remains of that huge army was just what I needed to gain experience for my Beastmaster. There was no way this army was going to be destroyed. I eventually destroyed the Hippus altogether and went on to capture Acheron.
But it was fun, and I felt a real sense of accomplishment because I did it without reloading, and in spite of a pretty devastating set back. While the story as I tell it here might be boring, in the game it wasn't. At times it was a real nail biter, and if it hadn't been, it wouldn't have been anywhere near as interesting, or as fun.