on ST DM they seem to stay and fight to the bitter ends of their lives.
in DM/CSB ST each kind of monster have a fear factor from 0 to 15. Gigglers and mummies are very "scary", while rock piles or stone golems will fight to the dead. If the fear factor is high, there`s greater probability that monster will try to run away when injuried (or scared, for example by a war cry or horn of fear..)
Of course, some monsters are so weak, that you won`t see them running away - for mummies one good bash will close the case...
The fear factor is also sowehow concerned with the brightness-light factor (more dark = bigger fear); but it doesn`t due to these kinds of monsters that can see in darkness