Ive found this to be the case aswell, the moral bonus the besieged army gets when you storm their castle means they rarely flee so theirs little chance to capture them.
The only time I managed to make a unit that was any good flee was when I had a load of artillery with me and shot the unit to pieces, it was a Prince/Kataphraktoi, they just ran around the inside of the keep until I broke the gate and munched him with some Royal Knights.
So Id say the only way to capture hjim is to break him, maybe get some archers behind him, flank and rear charge him, anything else you can think of to lower his morale.