If you mean captured by the enemy in the event of a loss, then no I don't think they would have been punished. If a unit however ran from the battlefield then they would be punished with severe military discipline. In times this could mean decimation and the banishment of that unit from the protection of thd army's fortified camp while on campaign. I don't think however that this was paired with the revocation of citizenship. They were certainly highly dishononered. In later years, I remember reading that units that fled might even have been forced to parade in woman's clothing as punishment. The legions took their pride very seriously and this would be a devastating blow.

As a bit of history, some of the legions who failed at Cannae were actually banished to Sicily. Theses "ghosts of cannae" would later be redeemed when they rejoined the army and helped it gain victory over the Carthaginians. So there were ways to come back from defeat.