No, the Navy SEAL does not lack agency in this scenario because they are still a person with individual agency, they can act on their own accord without anyone prompting them to, but in this case their superior instructed them to stay put. He could rebel and go rogue, but that would mean he used his own personal agency to defy orders given to him, which again places responsibility on the actor that actually possesses agency.
Suppose this SEAL is very obedient by disposition so the probability of him going rogue is akin to the probability of an LLM hallucinating or whatever.