Captainless teams can occur because of a setting for how returning teams are handled.  To adjust these settings:
  1. Go to Fundraising > TeamRaiser
  2. Click Edit next to the appropriate TeamRaiser
  3. Go to Step 3. Select Event Options
  4. Click Edit Advanced Options
  5. Click c. Define Returning Teams Options
  6. On option 3. Returning Teams Captain Role, select "Offer the Captain role to each returning team member until one accepts (Note: If no one accepts, the team will be captainless.)" 
  7. Click Save