If the players have fallen foul of a situation through no fault of their own (say, they had really bad rolls during a combat you expected them to win, or some other totally uncontrollable circumstance) and end up being captured, then it's fair and sensible to offer them a relatively easy way out of their predicament. Throw them a lifeline, as it were.
If they take that lifeline and start tying their own nooses with it... well, that's their own fault.
(This is another deleted scene from the movie, by the way, in case you don't recognise it.)
GM: Count Dookû begins the interrogation—
Padmé: Now look here, Sudoku—
Jango Fett: Shut up and let him talk.
Count Dookû: Merci. Maybe you will be smartair zan your friend Obi-Wan. Ah gave 'im an opportunity—
Jango Fett: Get to the point.
Count Dookû: Ahem, oui! Certainement! Ah 'ave, ow you say... studied ze Peace Moon plans and—
Padmé: Aha! You admit you have the plans! Hand them over and let us go!
Count Dookû: Sacrebleu! Zat was mah intention!
Anakin: That was easy.
Count Dookû: You must expose zese plans to ze Senate.
Padmé: Sure. I'll tell Puppeteen to mention it at the next sitting.
Jango Fett: See? They're working with Palpatine. I told you.
Padmé: We sure are!
Count Dookû: Mon Dieu! We cannot trust zem! Zis changes everyzing! Now what?
Jango Fett: Execute them.
Padmé: Wait, did I miss something?