I think so, that should also apply to your soldiers as well I think, I don't know if I missed that but, PoW exchanges should be made available. Fighting your way out was already present in Warband if I am not mistaken, so that must also be added to the game. I've seen this on another suggestion but I want to repeat it as it's related, knives and other secret-ish weapons should be usable in such a mission. I hope Taleworlds staff takes a look at these sections of the forum!