Okay, we know what you're thinking: every character in this novel has a tragic backstory. You have a point. But the Captain's tale of woe somehow seems extra specially tragic, perhaps because his story has to do with the loss of love as well as the loss of personal freedom.
Johnson's initial observations of the Captain indicate that he is a survivor—but that his ability or luck in survival has come at a hefty price:
He'd been a heavy man, but he'd done some time aboard a Russian penal vessel and that had leaned him so that now his skin hung loose. You could tell he'd once been an intense Captain, giving clear-eyed commands, even if they were to fish in waters contested by Russia. And you could tell he'd been an intense prisoner, laboring carefully and without complaint under intense scrutiny. And now, it seemed, he was both. (43)
In the Captain, we see the long-term effects of confinement and psychological damage. While he's now master of a crew and enjoys the freedom of the ocean—Jun Do mentions how very good the life of fishermen is compared to life on the land—his actions are seasoned by the trauma inflicted on him by two states. Let's not even get into that episode with the squid during his Russian confinement (51).
The Captain is forever marked by the North Korean program of providing replacement spouses for those who find themselves suddenly without a partner due to death or disappearance. It's the ultimate way for the government to take away all sense of self-determination—or as Jun Do says, to give you a lot so that you have a lot to lose: "Jun Do looked at the Captain's chest. The tattoo of his wife was blurred and faded to a watercolor. When the Captain's ship didn't return one day, his wife had been given a replacement husband, and now the Captain was alone" (45).
The Captain's total misery at the loss of his wife has taught him that his country will pursue the happiness of its citizens relentlessly, though he's at a loss to understand the purpose. The regime's voracious appetite for control and its reputation for cruelty create uncharacteristic fear in the decisive Captain, who comments on the eternal nature of the misery in North Korea: "... here, it never ends. Here, there is no limit to anything" (51).
We're not totally sure how the Captain really feels about Jun Do—it's possible that he, too, only wants to manipulate the young man to achieve his own goals—but Jun Do clearly takes a shine to him. He's the first father figure in Jun Do's life who isn't totally to him, and he's the first to take an interest in giving Jun Do the experience of being part of a group, of a family.
Being accepted by the Captain and the crew of the Junma is one of the best feelings that Jun Do has ever had. But like most other familial relationships in this book, the bond with the Captain is complicated by the harsh reality of life under the Kim regime.
As a father figure, the Captain feels the responsibility of teaching Jun Do some necessary but very unpleasant skills of survival. Perhaps the most notable is the need for loyalty, something he's sure Jun Do hasn't learned as an orphan. He uses a the shark bite as a teachable moment and even offers a little fatherly passive-aggressive rhetoric to go with it:
"It's not just because you're the one who put all the stupid ideas in the Second Mate's head. Or that you're the one with the actress tattooed on your chest instead of a real woman, at home depending on you... It's because no one ever taught you about family and sacrifice and doing whatever it takes to protect your own." (83)
Jun Do is totally captivated by the Captain's sincerity and by what feels to him like the first genuine concern anyone has had about his inner life. Here is a man who really wants to see the orphan grow—and who doesn't treat him like an expendable commodity.
In Johnson's novel, saying that a person is a "model citizen" is a little like putting a red shirt on a crew member of the Enterprise: bad things are guaranteed to happen. When Jun Do finds himself in the horrific position of having to kill the Captain with a stone in Prison 33 to spare him further suffering, he laments to Mongnan: "Why wasn't it Gil?... The Second Mate I could understand. Even Officer So. Not the Captain. He followed every rule, why him? Why not me? I have nothing, nothing at all. Why should he go to prison twice?" (297).
Jun Do is understandably broken at this moment, and Mongnan uses this chink in his armor to get the truth out of him. She's able to call him an orphan and make it stick. Because now, Jun Do has really lost a father, and, as Mongnan puts it, that's doubly tragic: "An orphan's father is twice as important. Orphans are the only ones who get to choose their fathers, and they love them twice as much" (298).
Jun Do doesn't deny it. And we know that the death of the Captain—another good guy who followed the rules—is one more huge encouragement for Jun Do to live his life off-script, for better or worse.