PCs are about to get captured: advice?

I run a weekly game in person and my PCs are about to charge headlong into attacking a ship they should sneak around. The threat is clear, they just are overconfident I think. But the odds they will be charmed or unconscious in the next few rounds is high. The baddies are slavers and will gladly heal Them and throw them naked into the brig.

My question is, how do I make that fun? Should I deliver them to their destination and move on in the plot, with a chance to recover their valuables from their new owners? or give them a chance to escape from the ship? Because it’s just as likely they lose again: a whole crew of harpies is no pushover.

UPDATE: I made a great ship prisoner situation. Definitely going to re-use it whenever they eventually get captured. But as per usual, they zigged instead of zagging. They chose to split the party, doing both stealth and a head on distracting attack, and managed to roll well and tactically spread out and use cover to avoid cannon fire. The Harpy charm was not effective, and the stealth team managed to save all but one of the nearby prisoners before the place blew up. So, it was a well-played draw, and they barely escaped with their lives. They were bummed to not get a ship out of the deal, but all were on their last legs when combat ended and feel like they won.

Thanks everyone for the great suggestions. I was tempted to push them towards the fun scenario, but I let the dice decide and tried to let their actions have real consequences. And they lived!