There really isn't enough for me to go on here, but as you were there and had the extra information I'm missing, your interpretation rules.
Just to offer up a DM's perspective on possibilities, I look at the whole fight when determining what my intelligent NPCs do. For example, if I were running a game and your wizard were there, I'd probably try to take him down. However, if your wizard hadn't yet cast a spell or was mostly ineffectual and the rogue was ripping people a new one with his sneak attack, I might indeed have the bandit leader ignore you and try to take out the biggest threat that the leader can assess, moving past you to the rogue. Sometimes there are good reasons for ignoring the closest, softest target.