I can think of several ways to handle this, not all of which (due to timing) are really relevant for your situation.
1) Pre-game discussion, set-up, expectations
I notice that even though you say the PCs were imprisoned by the civilian authorities, you don't say why and we (and possibly the players) know nothing about the world you've set up. Did the PCs actually do whatever the authorities were holding them for? Were they set up? Was it a minor infraction, or something they would rightfully fear for being imprisoned for life or put to death?
These are vital things for the PCs to know. Did they?
I remember one game I played in where we also started as prisoners, but we all knew we would be going down for a long, long time if we were lucky because the very premise of the game is that we were freedom fighters [sic] against a tyrannical regime. Of course we escaped, and of course we didn't think twice about the consequences. But this was known and understood by all ahead of the game.
2) GM Pre-emption/Questioning
By pre-emption, I don't actually mean telling the players, "No, you can't do that." But in my opinion you can, in your role as GM, temporarily pre-empt (maybe "suspend" is a better word) their actions while you have an out of character, above-board discussions about how the world works, what your rough moral aesthetic is, and how much fun no one is going to have as they are the subjects of a massive manhunt.
"Guys? Are you serious? You got a parking ticket and you're murdering the meter maid in response? The way this world works, X, Y, and Z are likely to result, and none of us are going to have fun with that."
I've both done this and had it done to me when I was in danger of committing a major faux pas. If done gently and early it can be very successful, but if you find yourself having this talk over and over again, either you are not getting through, or your players have a desire to play in a world that you are not running.
3) Retcon - It never happened - do over.
I am not a fan of this, but it is an option. It might even be a good option if the game hasn't progressed past that point, and you think that you and the player have done grave damage to the game you want to run or to the characters they want to play. But this would be a pretty major retcon.
4) Unintended Consequences
Did they really get away clean, or was there a witness? Will someone be blackmailing them? Maybe the authorities have some reason to look the other way after the prisoners disappear and the guards are all dead, but maybe there's one die-hard member of the authorities-- or a guard's husband, wife, brother, etc-- who will not let it go and causes trouble.
Maybe they will eventually need something-- some help, some object, some support-- from the people they killed, or from their bosses or support network. Good luck with that, now.
Maybe their patron, if they have one, knows what happened and demands they they (somehow) make things right.
You have ample hooks to make any of these happen, given the escaped NPC. (Of course, there is the danger, now, that your PCs are going to hunt that poor guy down and murder him, too.)
5) They got away with it.
My favored approach is always, always the second option, but you're past 1 and 2.
It's hard for me to say whether I'd go for 3 or 4-- it depends very much on why they were imprisoned and what sort of characters they think they are playing. No one is going to have any fun at all if they see themselves as heroes, but they've already crossed your world's moral event horizon. I lean toward 4, without having all the information.