I would love to see this implemented, it is a pain in the backside riding to a thrall camp, binding one, then having to run back with your horse behind you.
It seems much more logical to be able to get back on your horse and drag them along, or put them on your horse. Think Red Dead Redemption 2, kinda thing.
This is mentioned as a possibility in a future patch. They are concentrating on Thralls, with the first patch already out–the management menu to retrieve,locate, or break bond.