Even if retrieving captives were in the spirit of the game, which it isn't, the writing overhead to achieve such a task would be immense. There are a dozen giftable captives and six hordes, making for 72 unique combinations, and if you could retrieve them, we'd need to program logic and write scenes for every return scene, plus write conditionals in other scenes for every possible circumstance in which a character might have been given to a horde and retrieved. You're looking at probably 80,000 words, minimum, to achieve that goal, which is already the length of an average novel and is more words than many games have in them from start to finish.
On top of all that, we would need to re-evaluate the game logic and narrative flow for almost every scene that involves a giftable captive throughout the entire game to make sure that scenes only happen when they're supposed to. The narrative complexity of the game is already very high and adding even more to that would ensure we weren't doing anything else for a very long time.
Ultimately, it is neither in the spirit of the game nor feasible in scope to add such a feature.