I'm just reading through the rules here, and I don't understand one of the combat rules. It's going along well, describing (on page 22) how the second round of combat is supposed to go:

This time Duke Skazzu declares that he will use his “Gunner.”
2. The player to Duke Skazzu’s left rolls a combat die again and obtains a “5”. The Sky
Patrol’s combat value for the round is 8.
Duke Skazzu rolls his combat die and obtains a “6.” Duke Skazzu must now return
his “Gunner” to the treasury. His combat total is 9: 6 from his combat die plus 3 from
his “Gunner.”
3. Duke Skazzu has won the fight and destroyed the Sky Patrol vessel!

My question is: Why does Duke Skazzu return his Gunner to the treasury? I can't see any reason for it. Was he killed somehow? Do you only get to use him once before he evaporates or something? What gives?

I'm sure this problem has been clarified for you by now, but in the off chance it hasn't. If you actually read the gunner card it states when you using the gunner card after combat discard that card. So that is the reason why it would be discarded.