Banditry is the same everywhere, not more numerous on Dwilight. Bandits are more likely when someone has a lot of gold on hand and/or a high bounty. Bandits are less likely with more CS in your unit and/or higher swordfighting skill. There is a degree of chance involved.
It helps to be a hero if fighting bandits without a unit. If you're fighting without a unit, there's a chance you get wounded.
Regardless, you probably lose gold, if you have any. There's a TODO to lose unique items and scrolls (or thats how I interpreted, 'goods') too.
