I've killed all the soldiers and peasants in the enemy villages but the game is still going. If I try to take down certain buildings the game ends and I lose. Does anyone know why this is happening or how I can get past it?

IIRC you are supposed to destroy all the enemy soldiers and their military buildings. Military buildings include weapons workshops, armory workshops, barracks and watch towers. You are specifically asked not to kill/destroy the peasants in the region.