Yea, there are all kinds of situations like that. Right outside the Saltpeter cave in Wu you can fight Jing Zhou officers, which is great to do because then you can go in the cave and not have to face any Wu characters. Jing Zhou officers can also be found in Liu Zhang's Shu too, seems they can be found just about anywhere after their section.
But anyway the Wei in Yuan Shu thing is crazy because there is never any other place where it is that impossibly hard. I mean there are places in Wu where you can fight Wei guys, and places in Dong Zhuo's land that you can fight Yuan Shu guys, but in both cases it is only 1 section later so while hard it's not like fighting Wei with 400 soldiers.
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Huo Hu's Adventure started Destiny of an Emperor hacking