Yes, it is an issue. I've had it too - escort quest with the estate behind the Black Gate.
1. It make absolutely no sense lore wise.
2. You cannot solve it, ever. You can at best kill the noblewoman to remove the quest from your list. Or you can enchant her to be a healer, and watch her become level 7 (that's what I did) Unfortunately, she is an unit, not a champion, so eventually I had to leave her home, because she could not learn to ride.
