i'v been playing that wrong for years then.
Initiative only transfers if a situation comes up that causes you to be losing the battle, or if your opponent plays a card during a stalemate and it remains a stalemate. If you attack with Caleb+Men of Judah+Army of Simeonites, and your opponent blocks with King Shallum and plays Coliseum Lions on Caleb, you are still winning, so you don't have initiative. However, if your opponent were to block with Beast from the Sea banded to Fallen Angel banded to Leviathan and then play Coliseum Lions on Caleb, you now have inititive to play a negate since that would cause a losing situation for you.