Raja bin Haywah, 'Adi bin 'Adi, and Mak'hool (may Allah have mercy on them) said: "If a slave seeks protection from the enemy, then he should either be returned to his master or to his place; he should not be given protection to go on his own, because if this door is opened, then all the slaves will do the same."
Hadith Referenceسنن سعید بن منصور / كتاب الجهاد / 3980