The captains shock didn't last long after they witnessed their squad members being blown to pieces like that. Rather, gritting their teeth, they utilized the brief moment of confusion to put some more gap between themselves and the approaching Werewolves who weren't all that far behind them.
Even though seeing their soldiers taken down this gruesomely hurt them deeply, none of the captains even had thoughts of stopping their advance for another face off. The creatures were just too hard to kill and one wrong mistake on their part will be all it would take to get them in a precarious position that no amount of resistance would serve to liberate them from.