You are right in a way, but there is protection.  Article 31, UCMJ Rights. Article 31 has two important parts: No one subject to the Uniform Code of Military Justice may compel any person to incriminate himself or to answer any question the answer that may tend to incriminate him. No person subject to the Uniform Code of Military Justice may interrogate, or request any statement from a person suspected of an offense without first informing him of the nature of the accusation, that he does not have to made a statement regarding the offense, and that any statement may be used against him as evidence in a trial by court-martial.