Or, as I probably would have in the presented scenario, the players think the guy in the desert is just a diversion or red herring designed to distract from the real adventure (very much possible in a tournament setting, which I realize this wasn't). Chances are were I a player I'd have asked him if there was a reward for his capture...This is very common. You see it all the time with "stranger" games. A lot of players don't "get" how to play the game from the meta side and a lot of players think an RPG is "just do dumb random stuff with an audience".
It's bad enough the players that don't "get it", as they likely never will. You can try to explain to them, "just follow the hook", but they will be clueless.
In-game physical constraints are useful. Here the PCs were in an open desert and thus could go anywhere and do anything, which makes it hard to get them to follow the breadcrumbs. Dungeon crawls where the PCs start already at the entrance to the dungeon work better here.It is easy enough to Player Proof a one shot pick up game. First off trap the Characters on a Big Old Railroad. So the hook is a bit more of a harpoon. Don't have a hook flop around and wait for the players....have the harpoon strike right through them. In general, don't waste time with getting the players to take a job or help an NPC......just go right to force. And greed always works too....offer the player an artifact of their choice...you, know to catch a 1st level goblin bandit. Not like it matters as it's a one shot.
Then just make sure you tweak other things. Like the rich guy is.....wait for it....a ghost(or dragon, or demon). Yup, he looks normal enough, but he is Casper's best pal. That way no low level characters can hurt him.
Then you can have a normal game, no matter what the players do.