Actually, you can only steal a Shinra Alpha from the Captain. You can steal two other Shinra Alphas in the Reactor, though, from the Underwater MPs (tan-uniformed guards).
In any case, it's totally possible to steal up to 99 Shinra Alphas from the Soldier: 1sts on the stairway before you fight Hojo in Midgar.
Quote:
They're the soldiers who taught Cloud how to march during the first visit to Junon, and "Rufus's Welcoming Ceremony" plays when you fight them, and it's all very heartbreaking and god I just can't do it.
Exactly. That's the point of the victory move they mention if you do fight them. Like Kishi, I just take them hostage. You do get potential extra dialogue if you let them live; one basically says that he's glad to be a hostage, while the other notes that he's too incompetent to work the submarine. If I recall correctly, the Captain is at an angle where it's impossible to talk to him.