Sure they get captured, but not as easily as Spoiler usually does.
If that statement were anywhere near reflecting reality, I...me...Pervy Stargirl Deathtrap Fiend...would be able to list more than two times, in almost fifteen years now (?), when Spoiler's been captured:
1. By her dad in her first outing (handcuffed to a bed)
2. In my icon (where she was used as bait for Tim, who was tied up)
At this point, in roughly the same period of time, Huntress has been (in nor particular order) teleport abducted by Prometheus, tied up by a gang of five year olds, captured by a hypnotized Vixen, grabbed by one of Blockbuster's goons, knocked out by a hypnotized Lady Blackhawk, etc. Huntress, the woman trained by Sicilian assassins and Richard Dragon.
...I don't recall any story off hand where she actually listened to instructions.
How about the time she was going to steal a soda from a convenience store she and Robin saved, he told her that was a slippery slope, and she adjusted her behavior? How about the time Cassandra showed her a move which Steph later used to defeat a disciple of Shiva's? I know those are kind of lame instances, but they do show she's not a complete brick wall.
She has a long habit of substituting her judgement for theirs and often comes up short.
Because no member of the Bat-family has ever thought their own ideas where better and ended up regretting it later on, that's never, ever, ever happened before Spoiler came along.