A spy goes through hell to get a name, he finally gets it and then has a firefight, which he survives and at the end help arrives by helicopter. He goes up to his commander and says, "He gave me the name, I'll be right back," and he heads away from the extraction point.
NO. A pro wouldn't and shouldn't do that.
At this point after all they've been through and as important as the name is, you share that name with as many people as possible withint limitations of security parameters. You tell the commander, they immediately call it in to headquarters or SOMEone if possible. But you get the intel off the single point of possible failure, you. You do NOT keep it to yourself no matter how secret it is. You share it accordingly and appropriately but for the initial agent to keep it to himself one second longer than absolutely necessary is a breach of sanity if nothing else. After all, if you die all you have done to get the intel has been wasted.
This is what I call poor writing for the sake of tension. I would call it Hollywood writing except that this scene was from the British show, Strike Back. I really like this show but they make the same mistake after a fairly well written episode just to throw in that final tension at the end.
So, should you do it? Well, obviously, I would argue, NO.
As writers we do need to write, we do need to create tension. But we also need to know when we are overstepping the bounds of not good taste, perhaps, but definitely operational protocol and really people, sanity if nothing else.
[Postscript: I should mention that the issue about the tension at the end, does almost sound like someting a producer would push onto a writer. So that perhaps the writer had done a good job, but then at the last minute some outside force had "asked" for a change and so a previously well drawn screenplay can hit the screen with "issues" that weren't originally designed into the screenplay. Also, even when you do have to write a scene that is "cheesy", if you write it properly, it can still be so enjoyable as to not bother almost anyone.]