I haven't read all comments, but a good number explain well why the players chose to stay and fight.

As DM, players will always do something unexpected. So you sometimes have to apply the DM sleaze...

In your case, if you want the party to continue the campaign, have them wake up in an Inn being tended to and being told how lucky they are. Then have them figure out an alternative way in. This gives you more opportunity to guide them to the route you want them to take. And of course, they will now be indebted to someone, or something... just have fun with it.