"They cannot, however, join vehicle squadrons (see the vehicles section) and units that always consists of a single model (like most vehicles and monstrous creatures), except that they can join other independent characters to form a powerful multi-character unit!"
That's from independant characters joining and leaving units box, and because of what else is in that section, that they can only be moved out of a unit during the movement phase meant that until they have a movement phase they are stuck in CC as a squad.