It was no surprise that Rhode agreed to John's request. Apart from being a Guild leader, he was also a Baron. The troops that he led to the Cloud Summit Fortress could be considered his mercenaries and private soldiers simultaneously. With his identity, he had the rights to handle his captives and he had no qualms in releasing the Cavalrymen. In fact, he actually had the authority to release General Dade. After all, strictly speaking, General Dade was also his captive.
However, John and Rhode knew that it was impossible. General Dade's identity had foreordained that he couldn't be released that easily. John suggested because he wished to test Rhode's reaction. If Rhode agreed instantly or put on an act to reject his request and try to give it a shot, John would surely turn around and leave without hesitation. But now, he had decided to accept Rhode's invitation.