I think some targets will be too high value or too injured to risk Fultoning, and Miller would be both. You could be right about first mission being completely without Fulton too, Peace Walker did the same I think? Maybe vehicles and crate fultons require extra development too, demos can be misleading.
Hehe, I was actually going to say this! But then I realized... it doesn't even matter. You probably can't use fulton on anyone yet.
I'm pretty sure there are in-game cinematics bound to saving Kaz too so no way you can fulton him.