I wouldn't count things like trials and training areas - those are effectively the same as sparring. When your opponent is holding back, it's much easier to hold back, yourself. When being arrested, on the other hand, the guards are presumably going to respond with lethal force if the subject of their arrest resists them. That's where you start to get into the territory of the difficulty of non-lethally taking down a group of people who are legitimately trying to kill you.

Even so, from the examples folks have provided in this thread, it does seem as though the game waffles from time to time as to whether the WoL is capable of Batman-style non-lethal takedowns in serious combat situations. Regardless, in the case of the Ul'dah arrest, I'd say the WoL simply wanted to get to the bottom of the mystery, and the faster way to do so was to play along. It did, indeed, work, and it wasn't as though the WoL had much difficulty escaping later on.