You pay, you're free. You don't pay, you're not free. Maybe for a certain time.
Let's say, you're caught and you don't pay:
For the first time, it is 1 week penalty. Second time it is 3 - 4 weeks, third time it is 1 month. Afterwards it stays 1 month.
I guess thats a long time and probably far too much as a round only goes for 1 year so better ignore the amount of time above. ;)
Also the spys are also only useless then, if they cannot see people and stuff in the fief while captured.
The idea would make people be more defensive...