Not a fan of villains getting away because "of course they do" either.

IMO, there are a lot of ways you could make it work:

-the villain has minions run interference while he escapes, or the minions are the main threat while the villain is more of the pokemon master; either way they should be escaping while we are forced to deal with the minions, not post fight.
-the villain plays dead (or is in deed knocked out), but escapes when we let our guard down
-the victory would come at a cost we can't afford; as in an ally/town is critically injured and will die without immediate aid; nuclear option, etc.
-the villain does get to escape, but at their own great cost (loss of important ally; amputation; etc)
-Superman-Problem (The WoL can't be in two places at once, so we are forced to retreat)