I've not found any reference to rules concerning draws in any of the rules pdfs on line. The rules do say
A piece cannot move back and forth between the same two squares in
three consecutive turns
If a player had no legal move other than "moving back and forth" they would lose as unable to play.
It is possible that a piece could never be caught in a game of Stratego if they were being chased around any of the 4 empty lake spaces. This situation doesn't seem to be covered in official rules but it does seem to be covered in the International Stratego Federation rules. I don't know if they have any official affiliation with any Stratego publisher. They say
It is not allowed to continuously chase one or more pieces of the
opponent endlessly. The continuous chaser may not play a chasing move
which would lead to a position on the board which has already taken
place.
Those rules also say
A match ends in draw when:
- at the end of the official playing the match has not ended yet.
- both players agree to a draw.
- the arbiter declares the game a draw.
- both players have no movable pieces anymore.
- both personal clock times have run out and this is mentioned by at least one of both players.
I should stress these are the. ISF rules and not in any published version. People playing at home would be unlikely to use a clock for example.
So whilst the rules do not officially call the situation you give a draw, it seem sensible to me that both players should agree to this if the game is impossible to end otherwise.