Once they attach themselves to the silk pad, they are in the pupation mode. Detaching them could cause them to have to pupate without hanging and that can be risky. I've seen them do it successfully, but not always.
With regard to depletion of milkweed, if the other milkweed is not close enough (touching the other milkweed) they may not transfer to it. I've often carefully picked up the caterpillars and put them on the new plants.
Herndon, VA (USA)
Take care of the small things....