I had the same thing happen, except there weren't any Stormcloak soldiers to help. I killed them and let the prisoner go. Not because I'd sided with the Stormcloaks, but because my character doesn't approve of anyone being a prisoner.
But apparently unprovoked assault and murder is morally acceptable.
I've run into the escort missions twice now. The first time, I gave the guy a good sword and shield to help him escape. Then we killed the guards together. But then the bastard tried to run away with all my good gear! I had to hunt him down and in order to get it back I had to kill him. That was really irritating.
The second time I ran into the escort I helped the prisoner, but didn't give him any gear. I followed him for a while but then got bored. I wonder where they go.
I went to the gold mine you have to liberate from the Forsworn recently. When I arrived there was entire group of Forsworn leaders, the two NPCs that live there, a guard for that region, my spectral assassin, my follower, myself, two wild animals, and then a dragon showed up. It was a pretty messy battle. When all was said and done there was a dead dragon, a dead guard, about 7 or 8 dead Forsworn leaders, two dead NPCs, my spectral assassin got eaten by the dragon, and everyone but my follower and I were dead.
There had to be at least 20 people, comprising 6 different sides in this battle. It was pretty bloody. Kind of cool, aside from the dead NPCs and the Forsworn being back in the mine where they weren't supposed to be.