Most of the time, if Suki (and her allies) are defeated, the game will end. But there are many cases where she (and they) will simply be captured and given an opportunity to escape or be rescued.
Captures[]
Mission 1[]
If Suki is defeated by the guards, she will be tied to a post in a small camp just north of town, requiring Leroy to rescue her. If he fails to do so within one minute, or she is freed and captured a second time, she will be enslaved and offered as a reward to fighting gladiators, ending the game with a game over screen where Suki is bound and gagged to a pole as a second prize.
Mission 2[]
If the first battle against the guards and maid is lost, the game will end, but any fight after that will result in Suki and Carol being bound and gagged and thrown in a dungeon cell, where Suki manages to steal the key and easily escape the apparently sloppy ropework. If captured again, It is revealed that she hid the key in the corner of the room for just such an occasion. If captured a third time, the guards will carefully search and confiscate any stolen keys, making escape impossible, causing an normal game over screen.
Mission 4[]
While trying to break Kirya out of prison, if Suki or any player-controlled character is defeated by the guards, she will be tied and gagged and put in a prison cell. If any of her allies are on standby, you're given the option to either attempt a rescue with a character on standby, or let her try to escape on her own, which requires a successful completion of the escape minigame. If no allies are on standby, the minigame starts automatically. During the minigame, if the captured player moans or makes too many mistakes trying to escape, a guard is likely to appear to tighten her bonds. If she escapes, she can be caught again, with the time allotted to escape becoming shorter each time. If the escape minigame is lost, she will be interrogated by the mayor and thrown in prison, ending in a normal game over screen, unless Suki was on standby in which case the mission will continue with Suki and any other allies that were not captured.
Mission 5[]
In the first encounter of this area, if Suki is defeated or surrenders, she will be imprisoned. While taunted by her captor, she has three options, but none seem to have any real effect. If she succeeds at the struggling minigame, she will ambush and capture two of the guards and forced to battle the last one. Unlike most capture situations, this seems to be an expected one, as she can interrogate the now captured guards for more information. However, if Suki fails to escape, the game will end with a normal game over screen.
Once she exits the cavern, either after being captured or investigating the place for leads, she will meet a mercenary who confronts her. If she chooses to submit, the man will bind and gag her, but she will be released once she's brought to the Merchant leader.
Mission 6[]
On the pirate ship, Suki or any player-controlled character can be captured and put into the Ship's cell after losing any battle (outside of the battle with Pirate Captain) if the player has any backup characters on standby.
When reaching the captain' quarters, Suki confronts the captain only to find herself ambushed. This is also an expected situation, which will result in her being tied up and left adrift, needing to be released by some girls at the beach (who she'll likely reward for their kindness by capturing them later). Technically this is still optional, as although it's a difficult fight, it is winnable.
Forest Bandits (1.6)[]
If one doesn't take the cave shortcut to the Slaver Camp, instead following the road, Suki will be ambushed by bandits, and if defeated will be tied up and brought to their hideout. Making too much noise will result in her bonds being tightened, and failure to succeed at the escape minigame will result in a game over. If Suki manages to escape, there is a chance one of the bandits will climb the stairs to find her, triggering a fight. If Suki leaves Carol and/or Athena bound and gagged in the hideout, they will be sent to prison. This is odd considering that the bandits claim that they will sell Suki and her friends into slavery if they capture them.
The Jungles of Jyoga (1.6)[]
In this bonus mission, if Suki sides with the Settlers, then any battle loss after the initial fight leading up to Queen will result in the Amazons throwing Suki (and party) into a prison hut, and the escape minigame will begin. Although no guard is present, one will show up if too many mistakes are made during the escape attempt. Failure will result in a game over. Success and recapture shortens the time available to escape by 2 time points each time that occurs.
If Suki sides with the Amazons, then any battle loss leading up to Celia will result in the Settler girls putting Suki (and party) into a prison house in a similar fashion, with an escape minigame attempt and a farmer guard on the other side of the barred door. Game over and success with recapture as above.
It is interesting to note that when Suki frees herself from the Settler jail house and opens the door, sneaking up behind the farmer guard and pressing the action button just makes him disappear, with no fight necessary.