Let's say a Reanimates unit is supported by a Banshee, and it is attacked by Citadel Lancers. The space behind the Reanimates is free, so it could retreat. Let's say the Citadel Lancers throw three flags on their combat roll.
The way I read the rules, in particular step 7 of the combat sequence in the reference guide ("Ignore Retreat Effects: The opponent may use any game abilities or effects to ignore any retreats."), using the Banshee's Unwavering Aura effect is optional. Step 7 says you may use it to ignore retreats. Can the Undead Faction choose to ignore that ability and just have the Reanimates retreat, in order to prevent them from being eliminated by the Citadel Lancers' Trample ability?