I have to agree with Kahuna Burger: that s the price of poker.
As I see it, why would the PC s benefactor BOTHER saving them? Maybe the benefactor sees them as useful tools or something, but stupid minions ain t useful, they re just failures. Does No. 1 ever save No. 2 in a Bond movie? No! Would No. 1 plan out some elaborate rescue scheme to save No. 2? No! No. 2 screwed up, so No. 1 says This organization does not tolerate failure!!! And lets him die.
It s not just a question of teaching the players a morality lesson either. Evil party games tend to be dark. As a player in one, I wouldn t expect a happy ending, and if the BBEG all of a sudden starts dishing out subdual damage and stuff, relying on tortured logic to justify the BBEG s sudden display of mercy, I d be pissed that the DM was playing too nice. Cheating me of a good tragic ending for my character.
Personally, I think if the PC s are gunning to take over the NPC s organization, the NPC should make an example out of them! After all, if he shows mercy, wont that just encourage his other minions to challenge his authority? So wipe the floor with them! If any of the PCs die, have the NPC get some unknown cleric to raise the PCs, just so he can have the pleasure of torturing them to death.
You died too quickly last time my friend, before experiencing all that I have to show you. [pulls aside curtain to show room full o torture implements] Now learn the consequences of trifling with me! [cue Evil sneer] Scream if you want to, perhaps my other minions are considering testing my authority!
Maybe give them one more warning, then drop the hammer. If the PCs can retreat, great. If not, hand em 4d6 and a fresh character sheet.