Rinoa gets captured exactly twice in the game and only very briefly both times. It's not like you devote hours and an entire level to rescuing her. That would be for when she doesn't get captured...!
She gets into typical "damsel in distress" at the end of virtually every disc, but it's not quite as bad as people make it out to be.
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"But you have been given freedom. Freedom to be...outside."
"I am lightning...the rain transformed."