I understand (never done it so the info is second hand) that when 'arrested' they are meant to take on the Yellow colouring and be led to the Guard Commander - seems slightly buggy though, some people are saying they still get attacked by their 'prisoner', some of the Yellow versions (like that one I ran into) still happily attack players. Maybe it's one that had been 'arrested' but the person who did it has left the area without handing the prisoner in?