We know the Scout company has a captain and if librarians or chaplains are with them they'd have regular power armour, but one on a stand with scouts wouldn't affect the save.
Chronius (the Ultramarines tank commander special character) is known to ride in Vindicators, Predators and Land Raiders. Things like a Librarian in a Predator could actually be a tank with a commander and upgraded with a multi-melta or the like, a Chaplain could be an ancient relic tank from the Horus Heresy that inspires it's fellows, ect.
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Why on earth would you feel that centurions would need a rule to prevent it?
Since, unlike the other cases (many of the ones that make least sense would actually be poor and unlikely ever to be used anyway), Centurions would be a good place to have characters as they have considerably better armour than the other infantry they're with. It would be an un-needed boost and I agree with preventing it. It's also not something allowed in 40k and it feels gamey for a character in regular armour to be more survivable because he's hanging out with Centurions.