Someone attacks Martell with Siege engine+ footman. Martell plays housecard "Arianna Martell" and loose the battle. The question is: should the attacker destroy a seige engine after coming back to area from which he marched? According rools siege engine connot retreat, but here attacker moving back his army . So how should it play in the right way?

The siege engine returns to the area it marched from. This does not count as a retreat and the attacking units are not routed.