Do you HAVE to attack if you are engaged in close combat?

As the title says, if you are engaged in close combat, is it mandatory to use your attacks in that combat or can you choose to withhold your attacks? 

Here is the scenario where this came up:
Ogre Kingdoms vs Dwarves. 
A stone horn and a sabertusk are both engaged with a unit of quarellers. Quarellers are worn down to have only the champion left during the dwarf turn. Unit is stubborn from banner of Groth One Eye in the nearby hammerers unit and stays engaged in combat during the Dwarf turn. During the Ogre Kingdoms turn, can the Stone horn and sabertusk choose not to attack and just take the attacks from the quarellers champion/deal with combat resolution? Reason being that there was a particularly nasty organ gun and cannon behind the quarellers that I had no interest in making myself available to be shot at if I wiped out the quarellers on the OK turn and had to stand there for target practice. I would much prefer to not attack, weather the blows from the champion, and then finish off the champ on the dwarf turn so I can charge the artillery on the next ogre kingdom turn.