Path is not a requirement (it's not like spring deployment or even wintering). They can choose either capital.
The exact rule is:
Any land units and army leaders occupying these spaces are placed in the nearest fortified space controlled by their power or in their capital (if under friendly control). Naval units and leaders are placed in the nearest port controlled by their power. Count sea zones as a space when determining the shortest path. If two spaces are equidistant, the space is chosen by the owning player.