Hopefully this is a teachable moment. When people ask about releasing zebra finches, pheasants, bar-headed geese, or whatever, remind them of the problems that can occur. Regulations on keeping exotic species often arise from issues like this (i.e. not being able to keep mallards in Florida, egyptian geese in oregon, quelea anywhere in the US, Java Rice birds in California, and the list expands). Anytime someone asks me about releasing an exotic (actually here in Louisiana, we cannot release natives either for other reasons), I try to dissuade them because of the possible reprocussions.
As for catching them and relocating, there ALOT of concern that it would only expand the problems to more areas because of future escapees, no pinioining of young, etc.
Clint