In my game called "three teams", my armies turned to neutral. I wasn't conquered. I didn't run out of time. It appears this was an error?
http://www.wargear.net/games/view/296818
This scenario of this board has capitals.
We can't see the history since it is fogged, but my guess is you had a capital and lost it.
If you are confused about how capitals work, they are explained in the Help FAQs here: http://www.wargear.net/help/display/FAQ#CapCity.
Yeah, my bad.