For those two captured Americans, no matter what they said or didn't say, the result was the same. They were subjected to Number Thirteen's KGB-style methods and then released.
Not many people in this world are familiar with and master the interrogation methods of the KGB, because very few of those who fall into the hands of the KGB and receive the interrogation treatment manage to come out alive. Yet, Gao Yang happens to have someone by his side who is a master of the complete set of KGB methods from action to interrogation.
Whether it's the CIA or the KGB, both have their unique interrogation methods. For example, CIA agents prefer water torture, although it's a relatively basic and preliminary technique, it's become a signature method when the CIA uses torture.