The game is meant to be played that way.
Also, you don't have to send 20 of your lowest, non upgraded fighters to take a single fort. You can level them up and send only a few of them at a time and use the rest to attack other targets at the same time. It go a lot faster that way.
Don't forget that at the origin The Settlers was a builder game with a twist. The latest iterations of this game turned the series into a pointless RTS which go fast... But The Settlers 1 and 2 are meant to take a fair amount of time to complete.
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