Lol, too bad once you run, you won't be able to get them again. If you run away from a ranaway, does that mean you can no longer catch them? I have never tried doing that, so I'm not sure.
As for catching the runaways, they either are really scared of you, or just want to play with you. The first time you encounter Latias, it goes something like this:
Me: Alright, its time to train! (Encounters Latias)
Latias: Hello there! <3
Me: OMG! It's Latias! I must have you!
Latias: If you want me so badly, you'll have to catch me! <3 (Flies off as fast as she can)
Me: No! Come back here! Damn it! Now I'll never see her again!
I actually thought I lost my chance at capturing her, before I check the Pokedex, to find she's around Route 121. The first time you encounter is always the hardest, because you have no idea where they are...
Oddly enough, the only shinies I ever encountered naturally were run aways. I never have managed to get an "uncommon" shiny Tentacool or Zigzagoon or anything common like that...