Now that you mention it, branding did say that there would be a chance that they'd be returned to you if escaped? Idk. But yeah, it does make it harder on the premise that they will be treated criminals and looked down upon as far as in-game narrative goes.
As for Emily's escape sequence, mmm...I wonder. For now, I try to avoid her on the premise of role playing as a start up aspiring magician that had studied for years, though with little luck until the big break of getting the mansion whilst meeting a dependable stranger and partner on the way.
No protection eh, oof. Protect them all, one way or the other. Thanks for the head's up.