Conquering a teritory yields a bunch of points, so you're already robbed of those points if you can't get through. These arguments occasionally crop up, but really have no merit. It doesn't matter if you get +6 points one way or -6 the opposite way, your score is still the same. Someone setting a weak defense can never benefit from it, because your opponent can just underdog it for more points. Whereas even if you save your strongest for attack, you are dropping banners. Broad rosters definitely do have the advantage here. Since you are only matched on your top X toons, it is possible to have a roster that's TOO lean.
The best strategy has always been balanced defenses, and never leaning too heavily in one direction.