Actually, you *can* withdraw your chocobo while in a city or housing ward.
If you go to your abilities menu and put the Withdraw (under companion) ability on one of your hotbars you can make him withdraw even when he is not visible.

That being said I fully agree with the nuisance of not being able to queue with choco's. I guess they wanted the chocobo to feel like a true companion and as such made him a party member. They probably didnt take the queueing thing into account. The issue is that it'd require a redesign of the whole chocobo system (and how they earn exp etc, because now they earn it as a party member). While it's most likely quite doable it'll take some work and need careful planning as it might also cause unbalance in open world events (a party of 8 with 8 chocobo's would likely be stronger than intended for instance).