Captivity and ransom can create all kinds of story hooks and opportunities for drama and adventure. Being captured doesn’t necessarily mean languishing in a gaol with nothing to do for multiple sessions, nor does it mean you’ll be fighting with sticks and bare hands when you do try to break out. As soon as you overcome the first guard you’ll have a real weapon to use.
Captivity and ransom create many opportunities for entertaining mischief. Go help somebody pay a ransom. Go rescue somebody. Go rescue your own people. Coordinate a jail break. Capture the some of other / enemy group and arrange a hostage exchange. There is a ton of fun that can be mined out of this kind of thing, that can help take your game beyond the routine ‘hack through another mob of orcs’ type of gameplay. If you want to.
It also gives your party something else to spend their money on. Saving some cash for the possibility of paying a ransom is a good idea.
Another thing common in the real medieval world is the cash fine. Though we tend to assume all crimes were punishable by death, nobles and towns and Church leaders were just as wary as everyone else of making their neighbors mad, so they often erred on the side of caution, and the fine was by far the most common form of punishment. You could indeed be broken on the wheel if you committed some heinous crime, but if you got in a fight and the authorities weren’t sure who was really responsible, at least in Central or Northern Europe, it was common for them to just issue a fine. The fine could be pretty steep, or it could be moderate or token, that depended on a lot of factors (including the ability of the accused to argue their case, which gives more opportunities for using those social skills).
