Colossians 2:11

In him also you were circumcised with a circumcision made without hands, by putting off the body of the flesh, by the circumcision of Christ,

-Colossians 2:11

Why should we not be taken "captive by philosophy and empty deceit"?  Verse 9 and 10 tell us about the "fullness of deity" in Christ and how we have been "filled in him".  We also are told that he is "the head of all rule and authority".  The next link in the chain has to do with circumcision.  Why should we not be taken "captive by philosophy and empty deceit"?  Another reason is because we were circumcised by the circumcision of Christ.  NLT puts it this way:

When you came to Christ, you were “circumcised,” but not by a physical procedure. Christ performed a spiritual circumcision—the cutting away of your sinful nature.

-Colossians 2:11 (NLT)

We are connected to him in something as intimate as circumcision.  Obviously, we're not talking about physical circumcision.  Paul describes what he means, "by putting off the body of the flesh".  Being connected with him in such a way would make it ridiculous for us to also be taken captive by something that is not of Christ.  Walk in him.