I've had allies help me. It makes me think that the AI actually gets to respond to ther player or something. Anyway, I share the frustration, I too would like to be able to be more proactive in helping my allies and rescue them from the perfidious foe.

You can relieve a seige, I find, and then if you win you will automatically be returned to the province from which you attacked, and the relieved ally will assume control of the province again.