Of course that's not expected of you. But you know, TV notwithstanding it's actually kind of hard to come on U.S. soil and take hostages. So it's only a problem if something makes you unusually susceptible to blackmail.
Perhaps more importantly, Uncle Sam has to be able to trust that as soon as you're out of the way of imminent harm, your next call will be to him ready to assist in catching the bad guys. No matter what you did in the moment.
If your behavior suggests you'll keep quiet, keep your head down and hope nobody discovers you were blackmailed then you're most emphatically unclearable. Know what's worse than a lost secret? A secret you mistakenly think is still secret.