I think the clarification to that is this:
If Paratroopers are attacking in conjunction with normal ground units attacking, then they may retreat with the ground units. (As opposed to if you attack in an amphibious assault, then none of the troops can retreat.)
As for blitzers taking precedence, since you cannot engage in combat twice, blitzing an enemy territory during the CM is not considered a combat move but a move towards combat. Thus, mechanized infantry and paratroopers would not have to stop there. However, if the territory is NOT blitzed, then it is an “enemy” territory that must be “attacked” before you can pass over head.
Honestly, having to stop because some yahoo with a Bowie knife is whittlin a piece of wood while chewing on straw and humming Camptown Races is kinda stupid in my mind. You’re 11,000 feet up (or more) in a nice big, shiney, aireo plane. What’s he gunna do, throw curses at you? Wasn’t the whole point of paratroopers to land BEHIND enemy lines?