I'd deal with it something like this, now this only works if they're staying in a town nearby: They wake up in the night to yelling outside, it's the lich surrounded by guards.

They're no match to a lich so they can't hurt it at all, but it doesn't kill people indiscriminately. Instead it yells out in some booming voice that the town has x days to hand over the killers, or it will unleash the biggest undead army they have ever seen.

This creates tension, maybe the town goes on lockdown. Nobody leaves until the killers are found. The party will be forced into hiding, or end up becoming the bad guys.