When we hauled freight cars behind NKP 765 on deadhead moves back in the 80s, it was most often just so we would have some cars for braking purposes. Occasionally it was revenue freight and sometimes it was just some empty hoppers headed back to who-knows-where to be loaded. A steam locomotive and tender with only one or two cars behind it has very little braking power when compared to the weight of the overall consist.
The railroads of today are much more computerized than they were back in the 80's. It would be a lot of trouble and upset the freight schedules if they were to give us a piece of a freight train to pull. They would have to take it out of a scheduled freight, then switch it back in when we got to where we were going. That is a LOT of extra work. Today we usually have some passenger cars behind us anyway, which works out well.
Also, back in the 80's and early 90's we could run at track speed, so we could keep up with the rest of the fleet on the railroad running at 50 or 60 mph. Today, with the 40 mph speed limit, we would be the slowest freight train on the railroad!
The locomotive was not leased to the railroad for these moves. They provided some freight cars so we had brakes, that's all. We still paid for the move. Because of the additional switching involved to provide us with a small train, we were not doing the railroad any favors by moving this freight!