System can make a difference here, though.Thats fine if the PCs aren't interested in the story and let the baddies leave and look for something else to loot. This isn't a system problem. Either the game is working as intended or there is a player/DM issue playstyle issue.
Some systems allow relationships to be used as augments, for example. This can make it mechanically easier for the PCs to push on when the stakes get higher but also more personal (a sort of targetted Fate Point mechanic).
Conversely, because in D&D the consequences of losing (in combat, and in quite a bit of exploration also) are almost always PC death, the system can sometimes push against the idea of the PCs going hard.
I'm not going to say that this is a system problem, but I think it's something that the system designers should think about (notoriously, for example, Dragonlance brought in a non-standard PC "death" rule).