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The game does state the last opponent can't run, but in reality the last opponent is less likely to run. They still will, but usually it takes more turns before they do.

I agree best to focus on unlocking the brothel, getting some prostitution going and some decent slaves for combat, then start exploring.

Since I've played the game for so long I haven't paid attention to the totorial so that's probably why I haven't seen that they can't run.