There are multiple risks associated with being captured by the enemy. Even if they don't plan to simply execute you, you can still be tortured, get sick from infected wounds or malnutrition, and whatever health problems you have already had will likely be aggreviated by the conditions you are in. Sometimes these can prove lethal even if your friends rescue you, causing you to die in their arms just as they are about to give a sigh of relief at having gotten out. Note that this isn't always seen as a complete failure on the part of the rescuers - they still spare their friend from further torture, possibly A Fate Worse Than Death or at the very least let him die among friends.

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• In The Amazing Maurice And His Educated Rodents -Hamnpork
• In The Knights Of The Cross, Danuska is kidnapped and held hostage to keep her father in line. Although she is finally rescued, it turns out she has been broken into an Empty Shell and she dies just as she is being taken home.
• During World War 2, Operation Arsenal - an operation by the Polish resistance which freed 25 prisoners from a nazi prison convoy. While it was considered a success, the man they wanted to free the most, Rudy ("Readhead", one of their officers) died after several days from the torture he had been subjected to by the nazis.