I totally forgot they even addressed it. I just remembered the scene when he was going over the wall and they left him alone.
That still doesn't explain why he's "high value" and the Gray Hats aren't.
Ex military members are useful to the aliens plans it was on that red list they found when they fought the blackjacks... They'll come back to that this season...
I believe the aliens are building warriors and are using ex military members as test subjects...