There are some useful defensive buildings like towers that can rain down arrows on approaching enemies, which work well for protecting your borders or important buildings. On the other hand, if you send your soldiers away from base camp to escort your engineers, who will defend against a raid? Again, the big balancing act common to many RTS games. Not only can soldiers from another faction find and kill your engineers, but there are bandit camps dotting the map as well that pose a threat if they're blundered into.
Which means if you send them out on a sprawling expedition to find iron and expand your territory, you should consider sending soldiers along with them for protection. The real problem with the engineer units is simple: they can't fight but they can be killed. They're somewhere on the map and they're just as busy as you are. (A full belly makes workers more productive.) It's a lot to manage while also keeping an eye out for the other AI or human players. At the same time you need to be building farms for wheat and windmills for grain, fishing huts and bakeries for food, ranches to produce donkeys to speed up the transportation of goods or to create delicious steaks that can boost the output of some of your buildings. That means expanding as quickly as you can-sending engineer units out to widen your borders, claim promising turf, and undertake the lengthy process of surveying areas for signs of buried minerals. Not only do you need to find and claim those far-flung deposits, you need to do it before your enemies do. Iron is needed for the blacksmith to create weapons, and weapons are needed to turn common villagers into soldiers.
In The Settlers, a quick expansion is necessary because while the starting zones typically have enough resources for buildings and food, the most precious resources, like iron ore, are a good distance outside the starting borders. My downfall is usually that I get too eager for expansion and widen my borders too quickly.
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