There should be an option to blow up your own fort. There could be a number of reasons.
If you are retreating a base or a number of bases, you should be able to blow it/them up before you leave, so to not leave your enemies an amazing level 5 fort to now hide in.
The Danes blew up their own ships before their enemies got to them so their enemies could not use them.
Wouldn't be nice to not leave a level 5 fort open for your enemy because you are retreating to a different counterattack location? The answer is yes.