I don't see why we can't have a "Never disengage" option just for custom battles. The whole point of custom battles is quick action and testing dumb designs. If I want to build a 120,000 ton behemoth that only goes 15knots I should be able to without having to worry about the enemy trying to flee.
This only applies to custom battles of course. Campaign should be as set in reality as possible, where dumb unrealistic/unbalanced designs will be at a severe disadvantage.