No casualty runs

[Agrippa]

I just found this nugget and am really enjoying the series. I've read a number of posts talking about doing no casualty runs. Are people seriously doing this or just trolling? Or are they just talking about not losing any armies (vs. individual units)? If they're serious and talking about no casualty runs without losing any units, how are they even doing the tutorial? The dragon always seems to kill at least four of my units, no matter the difficulty. Either way, no casualty armies or units, is there a significant score adjustment for doing these kinds of runs or is it just an additional challenge that some find fun?