You can also get a free weapon swap by destroying the wall in the prison and jumpin into the coffin, but changing back, again, half your gold.
Ah... no. Not exactly.
Getting captured puts Widow into arm bondage, the appearance of which she can change via her wardrobe chest. This forces her to fight with legs only, Cinderella-style. But the change in fighting style is merely visual. Functionally, she is as good as before. She still has the same combos, same damage output, and same skills.
Getting captured, breaking the prison wall, and entering the coffin traps the Widow in full bondage but despite her predicament, she becomes more dangerous! Her attacks are now ranged by default. Unlike the previous game, these attacks can hit drones from the ground level. In addition, she can still sprint, use her skills, and use additional combos!
After getting captured, paying half the accumulated gold removes all bondage and gives back the ax. But why on earth would you do such a thing?