As per the Units and Strategies page, the general's stats are very poor. With this in mind, the general needs to be escorted.
If you are referring to the general being attacked without support when part of a stack that you moved, there are a few possibilities.
1. It could have something to do with turn blocking. Please see the "Turnblocking Involving Stack Merging" section of the below turnblocking guide.
2. You may have clicked and dragged the stack. If the general was too fast when compared to the other units, it may have been moved alone due to it being faster. I don't know when exactly this happens, but if you were using GW or PD with an infantry stack, or militia stacks in general, it seems likely.
https://atwar-game.com/units.php
https://atwar-game.com/forum/topic.php?topic_id=16145