Yeah, we really ought to be able to ask where people are like in Warband. It felt a bit more immersive as opposed to conjuring your Omniscient UI and telepathically determining someone's location.
However, the Sturgian guarding his own king could make sense if you consider that Raganvad is regarded as a fell-handed, cruel king that knows how to punish, but not how to reward. It may be that the Sturgian thinks better of his new liege than his old one.