In the game tho, remember that the players dont know everything that the DM does. If it looks like they missed something, they probably did. If that means you have to get a little heavy handed in hinting, then do so.
to me, it sounds like the players either haven't read Dresden, or have not done much thinking about the books and what it would be like to play in a campaign based on them.
In Dresden, every NPC who brings a problem to the PCs has a different goal than what they state.
Every other "bad" guy has some redeemable qualities.
There's always a third party interfering in what should be a simple job.
There's often a mis-accused target, who really isn't guilty, but looks it, and often is involved in a different secret that makes them act guilty.
There's the pattern of redemption and bucking authority that doesn't listen to reason.
There are targets that are blatantly evil and can be destroyed. There are also NPCs that canbe redeemed and attempts should be made because it says more about the character of the heroes who try, than the ultimate betrayal by the NPC later.
For the DM, these points should have been in the player briefing. This is not D&D dungeon crawl in the streets of Chicago.
In game, the girl NPC should have been introduced at least twice before being linked to the ritual. She needed to be established as a good NPC, possibly troubled, but good. Barring that, after her capture, new information needed to be revealed about her situation, to encourage a shift in the players view of her.
If in game, it's too late, the girl is dead, reveal that information to them, in a way that doesn't make them guilty of a crime, but makes them see that they may have made a bad call. Thus, you induce emotional guilt if they truly want to be like Harry. If they don't see the point, then you have a party of Morgans, and should consider altering your storyline.
In one campaign, I have managed to bring a PC who was a die-hard card carrying member of the wizard's guild (not nice people), to an active agent against. You have to work at it over time, with NPCs and situations that emphasize how "wrong" the people they work for are.