Lords will take their fiefs with them only if you're at war, otherwise they wont.
On, the price tags I find it that spending money in SP is more difficult than making it in the end game. Once you've established yourself as the owner of a relatively prosperous city, you will be making more than you can spend. Tho its understandable that clans are expensive to bribe, maybe they should be a bit cheaper. In previous patches you could convince the entire map to join you without even spending that much, so I dont really know what a proper solution is or if it should be left like it is.