Preventing "Save Scumming" is the worst idea ever, if people IS saving/reloading, it is because they feel a desire to get through the game in a perfect manner. It does not matter what penalty you put upon the player except almost no penalty at all.
It is a silly concept of people calling it that, when it is just people re-trying situations to get the best possible outcome, and if people want to do that, if people like to play that way, so be it, it can hardly affect your end.
I think the heroes wound system is added so you don't "lose" your game because of one unlucky battle, you don't have to be strict when playing with your heroes and you can take some chances without losing it all.
On the contrary we have cities, easier to defend than heroes, although immobile and prone to being smashed from the random wandering dragon, but still there HAVE to be penalties to not defending your kingdom/heroes.
The instant-razing from AI factions is stupid if you ask me, because I think the AI should go through the same rules as the player, until I crank the difficulty up with my "how much the AI cheats - Slider", and its plain annoying.
I do think lesser monsters like a pair of mites shouldn't waste an entire undefended town because I as a player is a total blimpface and forget to defend against it (ok mites is a tad overkill, usually city militia munches upon those, but you get the idea), but I figured it was done like this so they could introduce other features instead of considering how weak or powerful monsters should be when razing a city.
After all, IF a dragon decides to munch upon my city, I would be rather oblivious to it if it just smashed over a building and then left using the city transport system.
As a final line, I rarely use my load button, I don't mind a silly wound to a champion although I might think the champion rubbish after certain wounds (some of them are really annoying compared to some of the others).