And take them where? Bear in mind the seal team came in on a sub that didn't even have air. They probably don't have restraints of any kind or a way to keep them from shouting...
Which is not to say what they did do was right, but "just kidnap some people" is not really a practical reality.
I like conspiracy theories as much as the next guy (especially when it would only technically require a few people here), but it seems more likely Holt just got eaten by a shark or drowned. People die in open-water situations all the time.