I vote no on this. I think all goats head back to the capital here are my reasons

1) we were warned by the new owner of that city to stay away we dont need any more enemies

2) we habe no idea the defenses or eneimes around that city. Risking our chief warlord on a useless scouting is not a good idea.

3) we leave a unit in the field. After our losses we may need ever unit we can muster soon.