You never get their commander unless they want you to have it. Let's look at why.

Comprehensive Rules 704.6d: In a Commander game, if a commander is in a graveyard or in exile and that object was put into that zone since the last time state-based actions were checked, its owner may put it into the command zone. See rule 903, “Commander.”

So how do we know when state-based actions are checked?

Comprehensive Rules 704.3: Whenever a player would get priority (see rule 117, “Timing and Priority”), the game checks for any of the listed conditions for state-based actions, then performs all applicable state-based actions simultaneously as a single event. If any state-based actions are performed as a result of a check, the check is repeated; otherwise all triggered abilities that are waiting to be put on the stack are put on the stack, then the check is repeated. Once no more state-based actions have been performed as the result of a check and no triggered abilities are waiting to be put on the stack, the appropriate player gets priority.

So what would happen is this:

Opponents commander dies.

Opponent's commander goes to graveyard triggering your enchantment and any other applicable effects.

Opponent my choose to put their commander back into the commander zone.

All those prior-mentioned triggers go on the stack.

All prior-mentioned triggers resolve but because the commander is back in the command zone there's no card for you to take out of the graveyard.

Hope this helps!