Operation DYNAMO, the Dunkirk evacuation had several critical advantages which were simply nonexistent when it came to any relief of Bataan or other Allied positions in the Philippines.
A comparative tiny distance to travel to safe harbor, less than a day to make a round trip for France to any of the disembarking points in Britain and ships could be well on their way back.
Significant friendly naval and air assets which could provide if not local air superiority, than at least contest for it to allow loading to go on in at least some orderly fashion.
Neither of which existed from the middle of January when the US-Filipino forces fell back into their planned positions on Bataan, till when they surrendered in early April.
To understand what was lacking its worth it to sketch out the strategic situation during that period with special attention to the closest possibly evacuation point and area of major Allied resistance in Singapore and the Malay Peninsula.
The same week Mac's forces completed their fighting retreat into Bataan, the Japanese forces in Malaysia again forced a retreat of the British forces in and around Maur in several days of close and back and forth fighting. While bloodied the IJA forces had strong air support, and the uneven quality, leadership, and experience of the Allied forces did not help. This set the stage for withdrawal to defend Singapore itself which would surrender a month later in the middle of February. And while British units had arrived as reinforcements to the garrison during the fighting they had not had to travel through Japanese dominated waters and even then the last major arrival the British 18th Infantry Division arrived before the end of January.
So unless there was almost immediate evacuation Singapore wasn't an option, meaning the week long trip to Australia or somewhere in the Dutch East Indies were the other options. Which still would have required traveling through Japanese dominated air and seaspace out of the Philippines, and around Borneo to reach Java or points South, many of which would soon themselves be facing invasions. Notably the Japanese had taken Balikpapan by the end of January on the East coast of Borneo, and by mid February had executed a joint airborne amphibious landing at Palembang on the island of Sumatra to cover the Western route. These bases among many others served as staging points where a relatively small landing force would secure the area(with their valuable oil facilities), ideally also find a working airfield to forward base some aircraft and then board their transports again to leapfrog forward again.
Nor were there a whole lot of Allied naval forces to protect such efforts. The largest warships in the area for the Allies to begin the war were Force Z of the Royal Navy at Singapore(centered around the battleship Prince of Wales and battlecruiser Repulse), on the 4th day of the war both ships were sunk by concentrated attacks by land based naval bombers off Malaysia. That left the new ABDACOM (American British Dutch Australian Command) very short on large modern warships. Dutch Admiral Karl Doorman the commander of the joint Allied strike force had scarce resources to call on. Just a half dozen cruisers of any vintage(including those vessels of the US Asiatic Fleet which had been sent to safety by Admiral Hart) and about twice that in destroyers. What aviation support there was generally scattered, not of the newest equipment, and quickly being forced to retreat or eroded.
Over the course of February the ABDA Naval Forces suffered repeated air attacks and fought several inconclusive battles trying to stop the coming Japanese leap from Borneo and Sumatra to Java. But with so many points to defend against overwhelming odds it was foregone that this was to be a sacrificial force while other units were withdrawn to safety. At the end of February his force was largely annihilated in the Battle of the Java Sea and some related actions in the days after.
So come March there wasn't an organized Allied Naval squadron within 3,000 miles of Bataan that could help. Hence why MacArthur was forced to travel by PT Boat and sub when he evacuated, and such a method was not viable for nay large number of men. The Royal Navy had withdrawn what large ships could be spared to Sri Lanka. The US Navy then with just 3 carriers available was split, with Enterprise covering Hawaii after a few small raids in the Central Pacific, while Lexington and Yorktown were in the Coral Sea doing much the same to protect the sealines of communication between Australia and the US.
Nor was there any institutional will to try to relieve or save the Philippines. Prewar planning, most notably the famed iterations of War Plan ORANGE had long sided against rushing any more forces to the Philippines to save the garrison or evacuate them. The plan had instead become to secure the Hawaiian side of the Pacific, build up the force while protecting access to Australia, then seize a string of bases across the Central Pacific to better support the fleet in Japanese homewaters. No flying squadron would be arriving in Manilla Bay, but nobody also quite expected resistance to collapse so quickly either, and this is a point where Army and Navy planning were not really on the same page prewar. US planning on the ground in the Philippines also did not do themselves any favors, indecisive plans for either fighting inland or trying to resist at the beaches across many disparate points were not effective, and most US air power that was present was destroyed early on.