Stargazer can definitely land with the rocket still attached. In fact Pegasus is usually loaded to Stargazer (with or without payload) at Vandenberg and then ferried to its actual launch site (CCAFS, Wallops, Kwaj, etc.) Stargazer is also able to abort a launch and return to the landing strip if there is anything wrong with the system. I believe this has happened before, but would have to go digging through historical articles to find information on what mission(s) it happened on.
I expect Strato would be the same. We have a tendency to discover off-nominal readings in a rocket just before launch. It would be a pity if every time that happened, the rocket and its payload had to be ditched.