That approach might work for one or two guys with the physical prowess to get to an extraction point and tolerate the "thrill" of being whipped off the ground by a passing aircraft. It is a non-sequitur when an entire ship's crew is captured.
Francis Gary Powers didn't follow the prescribed procedure when his U-2 was shotdown. It's easy to second guess another man's choices when you aren't the party in the hot seat.
It is a job that has to be done, there are horrible risks, nevertheless there are people ready to do it.