Sometimes, through no fault of our own, thralls decide to bury themselves inside foundations or other objects where they ought not be. If we are particularly unlucky, they manage to bury themselves too deep to grab them and uproot them like the weeds that they are and put them back topside where they belong.
Rescuing them is an option, but a potentially very costly one if the thrall was well-equipped. Obviously, the gear loss penalty exists to prevent abusing the system, so just removing it wouldn’t be ideal.
So what I propose is if you are very close to the thrall (perhaps within 10 meters, maybe even less), they can keep all of their inventory when rescued.
Since inventory should just drop straight down onto the ground when rescued anyway, for a thrall who isn’t stuck underground, this shouldn’t make much difference for the well-behaved ones.
Maybe this could still be abused and I am not enough of a cheater to think of a way, but it seems to me that the only reason to rescue a thrall you are practically standing on top of would be if they have decided they prefer the subterranean lifestyle over breathing the same air as the rest of us.