I call this a bug... Is it?

[Edi]

Actually, non-stealth units can get out of a sieged castle as long due to another movement bug I and Kaljamaha just discovered.

Stealthy commanders can sneak out of a castle. If you give them move orders, then give the m a squad of non-stealthy units, the move orders remain but only change from 'Sneak' to 'Move' and the army gets out of the castle. They can either move to a neighboring friendly province or attack a neighboring hostile province, but they WILL get out of the castle.