Here is an item labeled “Important” from the Combat Movement rules in the Axis & Allies Europe manual. (page 8)
“All combat movement must be completed before combat situations are resolved.”
Logically, it follows from this rule that once you have begun to “roll the dice” as your friend says, then you are finished with your Combat Movement phase. You are now Resolving Combat. And since Combat occurs If and Only If you move your units into enemy territories, you have no choice once those you make those movements. As the rules say on page 7, moving your units into territories that are “occupied and/or owned by the enemy” … “creates a combat situation.”
Once you begin resolving combat, you are no longer allowed to make moves that would create new combat situations, nor are you allowed to move back out of territories where your moves have created combat situations. Why? Because the former type of move is allowed only during the Combat Movement phase – and the latter type of move is technically a “retreat,” which is only allowed for units that have rolled the dice for at least one round of battle.
This logic is not quite as explicit in the A&A rules, which were crafted earlier. However it is strongly implied. First, it is clear that the Combat Movement, Combat (resolution) and Non-Combat Movement are three distinct sequences. Second, what is allowed during each is alluded to, first under “Combat Movement” on page 4, where the rule notes: “you can move into as many combat situations, land and sea battles, as you wish… all in this same phase.” Then, on the same page, the rules declare: “Action 3: Combat – This is the Combat sequence in which all battles must be fought and all conflicts resolved.”
Finally, under Non-Combat (page 5), the A&A rules state: “This is the non-combat phase… You cannot move into any combat situations in this move!”
The logic of intent is clear. Although the rules don’t say a combat must be “declared,” the reality is that combat is manifested upon moving your unit(s) into enemy territory. The physical move is the declaration.
And the logic sequence should be clear. In all forms of A&A gameplay, a player progresses from one phase or “action sequence” to the next – actions in the next sequence are permitted only after all activities in the previous sequence are finished.
Phew! Hope that helps… (and say Hi to Genghis Khan for me)