Im playing double agent, and im at the sea of Okthosk (What ever it's called).
I've just knocked down the Captain, who was walking around with a flare. It wasn't easy, without everything exploding, but i got him.

The guy on the radio said something i didn't hear, and now i'm stucked with a knocked out captain, and i don't know what to do next?

I tried shooting the body, didn't help. I've tried climbing up the ladder to the helicopter landing, didn't help. I've tried both, didn't help.

Is it a bug? or do i miss something?

That's usually caused by not having taken out all of the tanker's crew. It won't let you extract until you've KO'd or killed around 15 crewmen.

The only other reason would be an objective not completed, so check your opsat objectives list and if all is completed go and find some more of the crew to take out!

The only uncompleted objectives is: Seize the Rubley, and seize the rubley without alert.

But do i really have to knock down more people, wouldn't that affect my stealth score?

Not on this mission, in fact if you noticed when you did the objective of contacting Lambert at the antennae that Sam started to make a comment about it and Lambert said "I know Sam, I know..."

Since this is really a JBA mission, you have no choice!