Once a glad is under 25% health, they make a "willpower" roll to see if they give up or not. There seem to be a lot of factors to this roll - including stamina, endurance, luck, presence, bleed rate, and whether they are "winning" the fight or not. I've had plenty of fights like yours where my guy is clearly winning, but with a terrible "willpower" roll he just gives up. Like Kreegan said - just have to figure out a way to beat opponents down even faster so the willpower roll doesn't become a factor.