In that case, I'm thinking it's a bug, because I actually just experienced it myself.
Captured a Witch's Apprentice. She showed up in a Dragon's Lair. Freed her and recaptured her. She showed up in a Furniture item back on the main floor.
I believe prisoners are supposed to appear like this if they escape your collection. Guessing that flag is being applied to some characters incorrectly.
Possibly related: Tried releasing the offending prisoner. Ended up getting a crash report the next time I changed floors.