Fleets are to protect a specific island from being attacked/conquered.
After a number of silent defeats (increasing likelihood per consecutive defeat or after X number of losses, I’m not sure) of other unprotected islands, a random character will be returned to Olympus, usually the lowest leveled one, but not always. It does not seem to matter if the unlucky hero is on a protected island or not.
The ships protect the island, not the hero.
Also, it is not a good idea to protect all islands, for others reading.
Also, island protection should be cheaper and maybe last longer (at least that horrid gold shield idea is dead), for devs reading.
Also, ambrosia costs should be free to unoccupied islands. Or at least protected ones. Or Mt. Olympus (why would gods need ambrosia to go home).