The enemy respawn rate is a bit ridiculous in this game. I literally turned a corner and saw a bunch of red arrows pop up on the radar where I was 15 seconds ago. Had to record it to make sure I wasn't imagining things.
Unless I'm terribly mistaken, the red arrows in the minimap are for enemies you're aware of (i.e. within your perception radius) and enemies with red arrows over their head are ones that are aware of YOU. So it could be a case of them wandering into your perception.
The game seems to try making their entry believable. For instance, in alerted strongholds enemies will arrive through doors and stuff, instead of merely popping into the world. I think I've also seen them arrive from outside the stronghold as well.
Then again, there are cases where enemies (such as freshly-branded captains) vanish immediately after you let them go... so you might be right.
Maybe I am just bad at games... I see a lot of people claiming how easy the game is, but I died probably 50 times before I just gave up and uninstalled. Couldn't hack it. Several captains ranked up to power level 20 because they killed me so many times.
Knowing your enemies' and your environment's capabilities goes a long way to winning battles. Specifically, know a captain's weaknesses, fears, strengths, and hates before confronting them if you're having difficulty. And if they're too much... it's OK to run. Basically, be adaptable.
Also, as others have said, story (and side-) missions will be a relatively safe and easy way to acclimitize to the gameplay as well as gain power.