After some testing, I can confirm it's a bug.
Other generals get captured and released. after some days they show up at a castle. even the king
BUT when following cicumstances are met:
you have accepted the quest to get the french guy and bring him to the King. Then, you find him at a city, he'll join your party and have to bring him go to the king!
--> If the king is captured when the frenchman joins or is in your party, the King will NEVER return to a castle. He will be liberated, by money or by force, but never return. Rests always in an "unknown"
all other circumstances (ex, quest is active, but you don't have Jacques in your party yet), the King returns to his castle and you can Deliver Jacques to the King.