My job, as a GM, isn't to preserve the life of the bad guy. It's to provide the players a fun gaming experience.
Take one of the classic plot elements: the party has run down a den of Evil Henchmen, destroying the operation and killing or otherwise neutralizing all of said henchmen. Huzzah, they take the clues and info they've gotten from the scene and have dashed off.
Flip that around: you're a PC. You've got some manner of base: either it's your home base, or it's some operation you have going, or it's the manor you were given when the Queen knighted you, or it's the business you bought with the proceeds from two adventures ago, hoping that it'd make some cash for you. And you drop in to check on it, and the place has been tossed and trashed. The staff you hired are all dead or vanished. The guards you hired are decaying piles of gore.
So what do you do? Shrug, murmur "That's life," and go on your merry way?
That's exactly what most PCs expect the Big Bad to do, in any event.
Hell with that. If I'm a PC, and my satellite operation was trashed and everyone killed, and I have no idea who did it, that's going to change real frigging fast. I'm going to hire a wizard to do divination magic/check security footage. I'm going to spread some coin around the neighborhood to see if anyone saw or heard anything. I'm going to do my level best to find out if there were any survivors, and I'm going to be very interested in speaking to any. I'm going to increase security on anything else I have going to the limit of my capability. I'm going to get some investigators on the pawnshops (or going through Craigslist ...) to see who might be selling my stolen valuables.
And I'm going to set the best ambush I can for those bastards, so that I can put their severed heads on the graves of my people, and prove to the survivors that no one screws with me or them with impunity. There won't be frontal assaults ... I have no problem with a crossbow/rifle in the back of the head at 50 yards as one of the bastards is walking down the street, or a spear coming up through the privy hole.
If I don't have the juice to do those things? Then I haul out my exit strategy. I hear Linalda's Pool is peaceful this time of year.