This story was in an anthology of military SF, mass-market paperback, approx. 1975-85 – after the Vietnam War ended, but before the fall of the Berlin Wall.
A long-running war is being fought between two alliances: a NATO analog and a Warsaw Pact analog (neither one is named as such). A young soldier on the quasi-NATO side is captured by the enemy. He breaks under questioning and is held prisoner for an extended time.
On regaining his freedom, the soldier resumes military service. Most of his fellows distrust him. Some are aware of his POW history, and he is too old for his ranking, suggesting incompetence. To his surprise, he is chosen as aide-de-camp to one of the generals directing the war effort. At first this gives other soldiers an extra reason to dislike him, since the blue-and-white cord at his shoulder marks him out as errand boy for the higher-ups. He struggles to follow his orders and retain his dignity. Fortunately the general he serves is reasonably humane, trusting him with sensitive information and including him at briefing meetings.
The soldier is beginning to feel comfortable in his role when once again he is captured by the enemy and wrung out under interrogation. Shattered and suffering, he is eventually released – and learns the horrible truth. His commanding officers have carried out an elaborate charade to fill him with false intel. Then they've let him fall into enemy hands in the certain knowledge that he would reveal what he knew.
If my (failing) memory serves, the stories in the anthology were sourced not only from genre magazines, but also from mainstream publications. Playboy might have been one. The editors acknowledged that this particular piece might not have been pure-quill SF, but they thought it too good to be left out. I'd have to agree, seeing that I still remember it, decades later.