There could be a number of reasons. First, if we are talking about some kind of political dissident, member of a repressed class, or someone like the defeated Napoleon who already has a following, you would definitely not want to make a martyr out of him/her. It would be better for the ruler to allow that person to go off and die quietly in some backwater than to give your enemies a cause to rally around and avenge. You might also be limited by traditions of upper-class privilege. Depending on time and place, it could be seen as extremely improper and ignoble for a ruler to execute certain nobility or people with ties to powerful families, which could create political problems. Later on, deportation to penal colonies was used as a way to bring settlers and development - since the convicts were required to stay there for some time after their sentence - to places like Australia or Guyana. It's hard to give a specific answer though, since you didn't specify a nation or time period.