If you are attacked by PVP (player vs. player), then your mercs are not involved. After that battle, you will get an instant message saying that 'Jimmy attacked you and you lost the battle. You lost 0 gold and 15 fame'. This can happen anywhere, anytime. Only players that are within 4 lvls of you (above or below) can attack you this way.
If you are attacked while visiting certain locations in a dangerous province, the attack will be reported via the red message envelope. When those attacks happen (when you are digging a resource, or fighting a mob), then all of your mercs that have any health will be involved in the fight. You do not have to tell them to join you, by default, they will jump in and help. These attacks can come from anyone in your tier.
Your account of the fight tells me that you are probably being attacked by PVP rather than a raid in the field. Can you confirm how you are being notified of the battle?