Pretty sure that
did happen in medieval times actually.
Anyways I thought of a mechanism where you can only drag him toward the nearest city and if you change your destination then the drag/transport order would be cancelled, so it's less of a strategic move to cart your favorite Chinese general around with the army following one of his many assassination attempts and more of a sincere method of getting him out of harm's way.
But that seems really, really complicated, and as Tom said the system as-is is fine for all but the most exceptional cases, so I don't really see this feature being introduced.
