Well when I managed to capture a noble despite my unit getting wiped out as a noble of Talerium, I roleplayed myself riding on my horse's flank, so that the enemy wouldn't see me, before quickly knocking the enemy noble out and tying him to the back of my horse, riding away with him back to my lines.
It is an epic feat to capture the enemy by yourself despite having your unit wiped out, and getting rid of that would honestly be a loss. Besides, realism isn't everything. After all, we have instantaneous messaging, are you saying messages should take days or weeks to arrive for the sake of realism? No, you're not.
