I've read that you are suppose to remove the attendents, and I've read your NOT suppose to remove the attendents. I don't remove them unless I open the cage to mark and clip and can't get the attendents back in. But the few times I've done that, the queens survived alone but were inside the hive so they could be attended. I think they CAN kill a caged queen, but it would be difficult. Most likely she died of other causes....
Oh, I did my first immediate release this weekend with honeyBHealthy. I simply opened the cage, sprayed her and her attendents and most of the frame of bees. I watched her for about 10 min, even when she climbed to other frames. Didn't seem to have a problem. I'm going to try this a few more times when I've got an extra queen I can fall back to, but it sure seemed to work.