Alright, after a brief investigation in my full save you seem to be right, I went through the entirety of The Ranch and couldn't find them. If I had to guess it's likely because they weren't caught by bandits or outlaws but rather people working for the church. It is a shame though, they're not the only NPC's like this though, for example the grey eyed Samurai Girl that has a storyline in The Ranch disappears after you finish her questline, as does one of the earlier bosses who has a book. Most of them do end up there though.