Well...i think its just part of hunting rebel scum---pretty sure i was captured also, so i chose to relay the mission...
Since Tie is an older sim and doesnt reall have a formal save feature, put a folder on your desktop called "Pilot" and when your done with any single mission that you like the results of--- copy and paste your pilot name file from the main Tie folder to your pilot folder. Now if something odd happens in your next mission, just revert back to your last game "Save" that you have created in your pilot folder, and so-on.
Any old pilot file will overwrite the last...now your set up for save-games (manual-style)