'Liminal realm' doesn't just mean pocket dimension, it's a section of the liminal barrier, the membrane between reality and the Aethyr, that has been hollowed out or burrowed into and used for living space. The Dreaming Woods are parallel to the forests, the Grey College is parallel to specific parts of Altdorf, Algard's towers reappear in the same place. In theory, and with some wiggle room for wibbliness, any given spot in the liminal barrier corresponds to a specific spot in reality, so trying to drag a liminal realm around with you would be like trying to tow a cave around for extra boot space. You might be able to do it if you reinforced the hell out of the cave and had an absolutely monstrous amount of towing strength, but the effect on the world around you from doing so would be pretty heinous. That liminal barrier has a job to do, and people don't like it when it stops doing that job.
The only real question mark in that roadblock is that a person's body and soul are somehow connected through the liminal barrier, and that 'break' in it is very demonstrably mobile, so maybe you'd be able to plant a liminal realm inside the connective tissue between someone's body and soul and be able to move it around. But without an extremely thorough understanding of the nature and malleability of the soul, the trial and error required would very likely do extremely unpleasant things to the test subjects. And you wouldn't be able to confine testing to creatures because the nature of their souls are so much simpler and would have much less room for activities.