I think you being tasked with the extermination of the opposing army's camps is more of a story-line idea than something that's actually intended to be done. Those NPCs are vital to the game and need to stay alive. i know it'd be good to go around and clear all the enemy camps but yeah... No.
At the end of the Stormcloak campaign I remember being told to go out and sweep up the last of the Empire's troops so yeah, those unkillable commanders were a bummer, mods can fix it on the PC though.