What i hate is when 4 of my crossbowmen miss 78% hit 4 times in a row – then 2 enemy guys put 2 bolts into 2 of my guys like nothing.
But what can you do? Sometimes you kill them with 1 bolt, sometimes you dont.
In any case if youre planning on farming bandits youll need dedicated anti crossbowmen, and even then, 99% of the time, because of wonderful random placement, youll still have to take at least 1 turn of worth of their shots. You best defense is to level up and get better gear.