Well, I don't think this is actually a bug, but some shortcoming, that allows to send a cataphracts somewhere via drop pods. And everything would be good, but i can't create a caravan with them, so they're just stuck in a middle of sea ice, after completing a quest with rescuing a colonist. And that colonist alone can create a caravan and make his way back to base. Maybe adding some warnings or disallow cataphracts from loading into pods would be enough
Thanks for noticing! Yes, they're supposed to refuse to leave the quest-related map, so this is a bug. They should refuse to enter transport pods for any reason.
Fixed for the next build. Thanks for the report!