Problem is, as far as I understand the OP's tale: The players correctly identified the hook (they went over to the rider, spoke to him and gave him water; they even assumed someone might be out for him) and thus 'got caught'; and then happened what? The rider went to sleep, vaguely suggesting to post a guard, and nothing else was to be done - the group even had ample time to discuss what to do next.
For me, that's a like the fish had bitten the hook and expected to be roped in, but the fisher just let the line dangle. Especially in a convention game, when time is tight, I'd expect the gm to pace the game much more tightly, quickly coming to the adventure proper and keeping the introduction as short as possible. And if he doesn't, it looks like what seemed to be the hook might only have been a diversion, or some scenic element to set the tone, or whatever. The OP complained that the payers didn't "go with the flow", but at this time there simply was no "flow" to speak of, and I don't see why a violation of the gm's expectation (stick to the hook and wait for the adventure to start properly) should be worse than a violation of the players' expectation (getting to the action as quickly as possible).