@Eddnom
If the bandits were rather intelligent and were able to adapt they would not have turned to a life of crime. They likely have never held someone hostage and have either tricked their opponents or fled from battle when they were unsuccessful. Given their group was few in number and they don't have much experience with captured people it was the expected result.
They never had the numbers to keep him in check to begin with. They would waste a ton of sleep and effort to make sure he cannot escape, and their ability to rob people would be stifled due to splitting the forces to prevent his escape. The only way I could see them holding him would be using a jail, but they did not have that kind of structure to do so. Even if they did it would be likely that the MC would have been able to escape one way or another while they were taking part in a robbery.
I would say the stupid part was biting off more than they could reasonably handle.