The mipharshei Rashi on 11:5 try explaining why Rashi chose to explain the reason for the death of the firstborns of the captives as being so they should not think it was their gods punishing the Egyptians, even though they are not mentioned in that passuk.
See the Sifsei Chachamim, his words are basically from the Mizrachi and Gur Aryeh. From what they are discussing I think there lies an answer to your question.
There seems to be an understanding that the maidservants are higher up in hierarchy of Egyptian society than the captives, as the maidservants were Egyptians who had to sell themselves for monetary reasons. As such, when warning the Egyptians about the Makas Bechors, the captives were not mentioned as that fact wouldn't persuade them to let the Bnei Yisroel out. So while mentioning who will die from the top down, the list was stopped at the firstborn of the maidservants. However, by the actual plague, the full list was given, from the top all the way down to the firstborn of the captives.
As to the question these pirushim were dealing with, the placement of Rashi's comment, one of the answers was this was a preemptive move to avoid a question. Rashi just finished explaining that the term around midnight was used so Moshe would look like a liar. But now, if the warning was different than the Makka concerning the sons of the captives, he would also look like a liar. So Rashi chose to explain that the death of the firstborn of captives had nothing to do with Makkas Bechoros and everyone knew it.
Based on this idea, there is another chidush found in the seffer Birchas Ish from R' Avraham Shein in the name of his friend R' Dovid Grossman. He uses this fundamental difference between the reason for the death of the firstborn of the captives and all the other first borns to explain a different question found in the mipharshim. How is it that we find Hashem in passuk 11:4 saying He will personally kill the firstborns, a point emphasised in the Hagada, and yet in chapter 12 passuk 23 we find explicit mention of a mashkhis, destructive force, which due to the blood on the door posts will not be able to enter the Jewish houses. He answers that the mashkhis was there to kill the firstborn of the captives. In 12:29 it simply says Hashem smote, this term is used for his use of emissaries as well as found by the destruction of Sedom. But in 11:4 where it does not discuss the death of the captives is where we find the term 'ani', Hashem doing the killing by himself.