Fundamentally, I can only think of a handful of motivations for why the opponents would not kill the PCs.
- Ethics: They have some system of morals in which killing people without adequate reason is wrong.
- Profit: They could gain more by keeping you alive (enslaving, selling, or stealing all your stuff and only giving it back if you complete some task for them that for some reason they can't do themselves, etc.)
- Fear: Fear of retribution, whether it be divine, legal, or something else.
- Opportunity cost: Killing you might take too much time or resources, especially if they have things they need to do (fleeing other nasties or natural disasters, or maybe they're doing something time-sensitive).
- Deus ex machina: Something else intervenes, either explicitly to save the PCs or saving them by side effect.
With these in mind, here are some examples. All the answers so far have decent logical and logistical reasons for not killing the PCs. But this is a role-playing game. We can get more fanciful.
The Duke's Armistice
This principality recently underwent a bloody civil war or suffered a large-scale massacre by raiders. The local ruler has ordained that there will be no more killing except under strict conditions, such as self-defense or legal capital punishment. The Duke, while not able to ensure complete law and order, is adequately powerful and feared/loved enough to be able to enforce this particular taboo.
This land is cursed
A variation of the above. Some magical being, or haunted residue of ancient history, ensures that terrible fates befall those who murder anyone in this area. Maybe it is just a rumor, though all those who have defied it seemed to have met similar fates...
Remember what happened to your uncle?
The opponents believe in some sort of karma, or perhaps fear blood feuds initiated by your friends and relatives, and so want to avoid cosmic or personal retribution. They are content to tie you up and take all your stuff.
Late for the ceremony
The new moon happens only once every 29.5 days, folks. The opponents need to get to the jungle colonnade before the moon sets. They want you out of commission so you can't interrupt the ceremony, but slitting each of your throats and making sure you're dead is more time consuming than a mass sleep spell and one of their fancy magic nets.
They are vulnerable to daylight/moonlight/snow/rain/duststorms/locusts/some other fantastical weather event. It's coming, and they have to get out of here.
I've made a huge mistake
Something possessed by one of the PCs, whether a personal physical attribute or an artifact, resonates deeply with the attackers' mythology. Once they're close enough to start looting and finishing you off, they see something that makes them think you are anointed beings, apologize profusely for the trouble, and quietly back away.
The necromancer's Finger Dolls
This one has some permanent consequences. The local necromancer pays generously for the fingers of still-living beings. She uses them to construct some kind voodoo dolls or golems perhaps, and the magic only works if the original owner of the finger still lives. The attackers cut the ring finger off of one hand of every PC.
This could provide for some interesting quests or after-effects in the future. Perhaps the PCs have interesting phantom sensations where their fingers used to be, which vary based on what their finger is being used for and may provide some clues down the line. Or maybe the Finger Dolls miss their owners and seek out the PCs, or vice versa.
We could go on. All of these can be remixed or elaborated upon to provide more flavor. I guess the important thing to remember is that most baddies are not totally mindless (and if they are, they might not even realize the PCs aren't dead - maybe they just walk away) and have their own motivations, customs, requirements, etc., which can be exploited to provide reasons for non-lethality. I think killing should be the exception, not the norm, and your players will get used to this.