This is one case where I think system has a lot to do with how these situations play out. Players adapt their expectations, even somewhat unconsciously, to the rules system. I've seen the same group of players drop their weapons and surrender when faced with 10 crossbowmen in Runequest, or by a few gunslingers with The Drop in Savage Worlds, and attack an overwhelming force of bandits springing an ambush in D&D. The players are well aware of the difference of 1d6 bolt damage against 50 hit points, versus a hit location/crit system like BRP or the increased probability of lethal damage from multiple, readied enemies in Savage Worlds.
Now, I'm not making an argument that those systems are better, just that certain conceits in different systems lead to different expectations.
If the OP is opening a campaign with this capture, my advice to skip playing the capture scenario, tell the caravan bit as background exposition and start the game with the PCs already caught and looking for a way out. If this is the case, I'd add that one thing I find very frustrating as a player in D&D games is to have to build a character at a medium or high level, do all the work it takes to properly equip such a character and then have that gear gone when the game starts, its just a big waste of time. Gearing is the single longest part of mid-high level character creation. Tell the players to not bother, start the game, then let them build up their gear during play. It's fun to salvage what you can, start with rocks, pieces of wooden benches, then captured daggers and swords, on to better gear. It's a bit of a stretch for me to imagine the bad guys always keep all of our gear, neatly sorted, in boxes and chests located conveniently just before we are about to really have to fight.