There’s actually a similar sort of discussion happening over here about the idea of merchants travelling to towns physically: Nearby towns and merchants
I do know there will be the bunny race which will be a neutral race, so I’m sure there will be some trading implementation with them. I agree with you in that being able to protect the caravans would be fun concept into the game. It would also allow for people who care about trading in the game have a reason to put the resources into protection, while people who don’t care about trading can just ignore them and let them be attacked (you monster)
On that note, I wonder if it’s too difficult to just have a mercenary follow the trader around. If you’re travelling long distances in a hostile environment, It stands to reason that you would hire someone to protect you from danger.