This used to be possible, but I didn’t like the UI for it so I removed it temporarily. Do you think it even makes sense in campaign mode? You wouldn’t be able to do that on sites other than your own anyway.
I was thinking that you might want to have several teams at different locations in a hostile sector, for whatever tactical purpose. Maybe you want to draw the main army away while you go around murdering peasants, stealing gold, or something of the sort. Or you send out an advanced scout while the bulk of your forces stay at the edge of the map. (Hopefully there will be more situations such that combat can benefit from the use of several teams at once).
Anyway, if forces are automatically commanded to go home when they’re not under your control, it would make this sort of tactic impossible.