No, a US army captain who you do not know should not call you bro. I am a US army captain. I do call my soldiers (ones that are reliable who I have known for some time) by their first name. Sometimes I do joke with them or call them something like "bro" in a joking fashion. I do not use it as a way to address them nor do I do it to strangers.
I was an NCO for 10 years. I would not look at that situation as an affront to my rank. Rather I would look at it as the captain does not know how to handle himself as his own rank.
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