Reacting to what your opponents are trying to do is where a lot of the tactical depth in the game comes from, I reckon. If my opponent is trying to attack one of my unfatigued models, I have lots of options of what to do. Like Racer suggests, usually my choice will be to counterattack instead of running away, because counterattacking should hopefully negate the incoming attack. But running away is also an option, if you would rather be somewhere else - but unable to act next turn. I guess this might be an attractive option if you are standing right next to a hazard.