I've designed the perfect cover for Sorcerer King...behold!

I think it captures the true essence of SK - brave warriors protecting their fragile castles with their bodies. 

I assume the cunning Sorcerer King has already deflated & stored his castle safely away, by the time of the final battle, which is why it's nowhere to be seen?

I believe the size of the battle map is too small to have a siege battle any more complex than it is.  My fights rarely last longer than one turn, it would be kind of pointless to have a more in-depth city siege when the defenders are going to evaporate anyway.

SK's complexity does not come from the actual battles but more the ability to control multiple fronts as you control more territory and try to defend more shards.

I don't think the size of the battlefield is an issue, as the walls need only take up one square and these squares would still be occupiable to allow troops to be set atop the battlements. But I guess it's safe to assume, from the deafening silence of the devs, that this isn't going to ever be addressed? Which is a crying shame, as it's an immersion breaker and, for myself, a game & deal breaker. 

Not safe to assume. Stardock devs tend to watch the community debate these issues rather than inserting themselves. I am sure they have read the thread and are aware of the issue. That doesn't mean they will change anything, but Stardock not commenting doesn't mean they are not considering the issue.