It hasn't happened to me at all, I start running for home when fuel levels hit about 40%, gives quite a bit of breathing room.
That being said, if it did happen, I'd probably berate myself for being an idiot. Then curse, a lot. If that career had been going particularly well, I might even cry a little bit...
Then I'd suck it up, kill off that career, and go back to captaining an S-boat or Porpoise in 1941, most likely being sent to the bottom before making any real contribution to the war effort.
Alternatively, load up OM and become the bane of the North Sea in my Type IID dinghy.
Oh, I'm back by the way, hi everyone!