unless you have creatures turned off, you cannot send a caravan across neutral terrain anyway because caravans and pioneers alike force spawn creatures. So normally you would want a guard unit which in turn can easily be found.
I hope this isn't a duplicate - When I posted the first time I got a "Forum go boom" error.
Anyway, just because in your opinion I was doing something unwise, does not invalidate my request. Whether I had the creatures on or not, a caravan with no destination should be included in the tab key sequence.