Did no one think about the security risk?!

[Enkidoh]

The above responses pretty much explained it, but to add to it further - until recently armies were usually personally led by either the nation's actual head of state, or high ranked nobility (who were basically officers), and yes, this could be disasterous to a country whose forces were defeated: see the defeat of the Second French Empire in the Franco-Prussian War for a specific example of that in real life history - and because FFXIV's setting is "late Middle Ages/early Renniasance to early Industrial Era" more or less in equivelant technological and social terms, FFXIV does the same.

Also Raubahn is no longer commander of the Immortal Flames - he was relieved of his commision and duties by Nanamo so he could return to his newly liberated homeland and organise the Resistance into Ala Mhigo's new formal military, so he's now fighting alongside Lyse under Ala Mhigo's flag not Ul'dah (the Immortal Flames are now led by Pipin).