I had GE1 and GE2 in Paris, and accidentally dragged Kluck into Bulow while trying to spread them out in the tight region. Kluck's army disappeared (he's now in Bulow's army). It would be great if the game somehow gave players a way to avoid this.
There is a possibility : right click on the name of the stack in the unit panel and it will become locked. A locked stack cannot merge with another one, no matter what you do. Right click a second time to unlock.