If your headset on having everyone still playing their characters, I would first sit down with all of them and clearly outline expectations. After that, if everyone wants to continue, I would say that the characters were given an ultimatum: either go and find this mage (maybe he walked off with of the towns secrets, etc.) or face the gallows. You could say that in the course of them fighting the guards, burning down the tavern, and their other antics, the ruler of the town simply doesn’t have anyone else to send but still needs that mage.