No, the Navy SEAL does not lack agency in this scenario because they are still a person with individual agency, they can act on their own accord without anyone prompting them to, but in this case their superior instructed them to stay put. He could rebel and go rogue, but that would mean he used his own personal agency to defy orders given to him, which again places responsibility on the actor that actually possesses agency.
Suppose this SEAL is very obedient by disposition so the probability of him going rogue is akin to the probability of an LLM hallucinating or whatever.
That’s entirely irrelevant.
No matter how you slice it, it's not possible to equate humans to tools like this. If the SEAL receives an order to stand at attention until told otherwise, he will not stay in place for weeks until starving. An algorithm will work towards its self-destruction if ordered to - it doesn't care, it doesn't have the biological signals telling it otherwise. If the SEAL is lost somewhere with no one to give him orders, he will soon start acting on his own to ensure his survival and comfort. A tool will not do anything until directly activated and used by something that does have an active will, like a human. If the SEAL is ordered to massacre his hometown, no matter how obedient he is, he might have reservations. An algorithm with no instincts to get in the way will do anything if this behavior isn't somehow inhibited by people during training. It wouldn't even need the explicit order, if an irresponsible operator tells it to accomplish something by any means, that means that anything is on the table. Good thing the AI labs aren't stuffed to the brim with irresponsible operators.
What if I prompt the AI to behave like the SEAL in the relevant ways, and fine-tune until it does so?
Then these actions are downstream of your will, not the AIs. It doesn't change anything, you'd just be playing with an imitation. Ordering it to pretend to be like a human does not a human equivalent make.