They join your crew.

From Create Your Own Story

The female pirates seem split on the issue : some would rather give up the treasure to retain their ship. But many others, including their captain, accept to join your crew for their share of the loot. They turn out to be just as competent as your men when it comes to sailing and fighting, and their presence is good for your crew's morale. YOU GAIN 1 AUTHORITY POINT.

Time to try your luck on the high seas.