This is correct. The fiction around Wassal is generated in response to the roll.Looking at this example, something like this could certainly arise in one of my games. But it wouldn't be the result of a roll so much as a result of me thinking through the NPCs and events that are ongoing. In my game, Wassal's disposition on this matter (and whether he is angry about orcs and blaming the PCs) would be something I establish for myself before the PC even attempts to deal with him
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It sounds like your approach is almost opposite of mine (not in a bad way, just procedurally you seem to be taking the roll results to help establish that sort of thing). So it sounds almost like a gift wrapped scenario. Neither you nor the players have any clear sense of what is going on with Wassal until that roll, and then the roll determines some of the contents. So it isn't just about generating a result (i.e. he finds Wassan). It is about generating some fiction around Wassan as well. Is this correct?
One way to look at it is this: by making a Circles check, the player is taking a gamble. If the player wins, he gets to make it true that the local captain of the tribesmen is a friendly former associate who will help the PCs out. If the player loses, I get to narrate something instead. "No one turns up" is a legitimate narration, but flagged in the GM advice as also the most boring option. "The enmity clause" is the more interesting option permitted to the GM - you meet the NPC you wanted to, but s/he is not disposed to help but rather to hinder. The GM has to narrate the fiction around that, but I hope you can see from my example that this fiction is not just spun out of nowhere but built around prior backstory and events of play.
The capture plays out at ground level - I narrate that the PCs are surrounded by evidently hostile tribesmen, and then there is a bit of back-and-forth between the PC mage and Wassal, in which some of the relevant backstory (eg the identity of the Desert Fox, Wassal's anger at orcs being brought into the desert) comes out. The capture is then a formality, in the sense that the players can tell that their PCs are no match for the tribesmen, and so when Wassal commands them to come with him back to his oasis camp, they comply.When the PC failed his "check circles" roll, was that something where he basically said "I am going to check my circles", made a roll, then you narrated that he was captured, or was the capture something that was played out at the ground level.
Moving to a higher level of metagame, one reason the players are relatively happy to allow themselves to be captured is because they know that in this system, capture isn't the end of things but just another springboard to something or other. Upthread I quoted [MENTION=99817]chaochou[/MENTION] (hi, chaochou!) saying that failure is not penalised that heavily in these "fail forward"-type games. This is an instance of that truth being manifested in play. The failure is a real failure, but the players know that it won't be a block to their PCs doing stuff - it's just that the stuff they do (in this case, try to bargain with Wassal and persuade him of the truth about the orcs) is not the stuff they hoped to be doing (leading the tribesmen on a desert rescue mission somewhat in the spirit of Lawrence of Arabia).