Someone raised this issue and I have read a passage from the Talmud once before that does indeed say the high priest had a rope tied around him.  The web site quoted 2 days ago in which it was claimde that no where in all of Jewish tradition is this alleged simply had never read the right passage.  I don't remember where it is, but I do remember seeing it and reading it before.  It's not in the Mishnah section; it's in the Gemara.  but I don't remember where.