In general, I agree with Hitman, but the issue is broader than just what he mentioned. Here are some aspects that need balancing:
Roman entrenched army camp defects immediately in enemy territory, as I noted in another thread.
Garrisoned buildings can still be captured, as noted by Hitman here.
Buildings are easier to capture than destroy, and capture is the default option. So what often happens is I send a contingent of soldiers to destroy a building, but my other nearby soldiers (whom I haven't explicitly tasked) decide to capture it, and inevitably I end up capturing an almost dead building that I didn't want in the first place.
Why, you ask, would I not want a captured building? Because once you capture it and move on, it will very often revert to enemy control by virtue of territory, or else be recaptured by enemy troops. So you end up with a see-saw of building ownership that does no one any good. I often delete buildings that I capture "by accident" just so they won't fall back into enemy hands. But there shouldn't be a need for silly hacks like that.
The see-saw is worse with siege weapons. Even with a large ground army to protect the siege weapons, it only takes a small handful of enemy soldiers to sneak through and capture your siege weapons. I've played a couple of games where it was almost impossible to prevent. So the best way to deal with the situation is to recapture your own siege weapons, and so on ad nauseam. But the whole situation is absurd.
Since capturing is the default action, it leads to some highly improbable situations from a realistic/historic perspective. I just finished a game in the Gallic Fields where the gaia Roman soldiers captured one of my towers instead of fighting my nearby soldiers (which is fine, if that's what they choose). My nearby soldiers, then, instead of attacking the Romans, went and stood shoulder to shoulder with them trying to recapture the tower. But they were quite evenly matched, so they all just stood there for quite a long time, shoulder to shoulder. They could have been enjoying a nice spot of tea, or maybe singing Christmas carols together. In real life, someone would have realized the absurdity of it all, swung a sword at their neighbor, and ended it.
I fully realize that all of this is simply a matter of balancing out a very new feature. And it is a valuable feature, no doubt. Some scale-back in A20 and beyond will bring capturing to it's full potential.
Ideas to consider:
Make capturing slower than destroying
Make attacking (not capturing) the default option
Limit capturing abilities to only certain types of units
Make certain types of buildings (cc, fortress) immune to capture
Make garrisoned units resist capture even more strongly than they do currently.
Develop techs that prevent/retard capture
Especially for siege weapons, make it so that nearby friendly soldiers provide an "aura" of resistance to capture. Ie., if a siege weapon is alone, it is easy to capture, but if it is close to its army, it is very difficult to capture.
Thanks to all who take these rough brainstorms and do the hard work of polishing them into something useful!