I have just begun playing this game but it seems to me that there are too many sieges. The default action for a force that is attacked in a region and is unable to defend it in an open field battle should be to run away to an adjacent area, not to retreat inside an unfortified town and dig in. The exception should be if the town has very extensive entrenchments (more than the level 4 that a normal infantry unit could dig) or if it has no place to run to (no nearby town or depot).
In a game I'm currently playing, the Union won the battle of Manassas, at which point the Confederate field army retreated inside the town and has held out for six weeks. Today, Manassas is a bedroom community of some tens of thousands of inhabitants outside Washington DC, but in 1861 it was a village of a couple of dozen houses, nothing like enough space for twenty thousand rebel soldiers to hole up, even if they had a stockpile of supplies. In 1861, the field armies didn't have the habit of digging in deeply anyway, and in fact when the Confederates were confronted in 1862 near Manassas they withdrew, massed their forces, and counter-attacked. Same with Bowling Green for the Union forces there -- they withstood a siege of several turns by Confederate forces instead of running away or dissolving. Lexington, Clarksburg, Springfield MO, and New Orleans, all the same. Of these, only New Orleans is a reasonable candidate for prolonged defense in a siege, and historically the Confederacy abandoned it as well when a small Union force landed nearby.
I don't know if this is a problem with the AI or something to do with the combat system, or something I'm doing wrong as the player. As the Union player in this scenario, I have been unsuccessful over the entire 1861 campaign year in taking any of these places. An assault on Springfield MO was unsuccessful, with about 3,000 Confederates under the second-rate General Price standing off about 7,000 Yankees under the excellent General Lyon. The Union assault on New Orleans was a humiliating defeat, with the "New Orleans Native Guards" -- a few hundred free blacks -- standing off two high-quality Union brigades and ultimately destroying them with the help of reinforcements rushed in from around the region. The Confederate main field army remains beseiged in Manassas despite several "defeats". A smaller Confederate force is besieged in Winchester (another relatively small town without facilities for housing a large number of defenders) for going on three months now. The siege of Lexington KY was broken by a Confederate relieving force after two turns. Clarksburg's small militia garrison continues to hold out after three turns. Very frustrating!