But as Luke said earlier, they can surround the party somewhere, cover the exits, and wait for backup (to increase their might). Or heck, they could start a fire. The GM sets the new scene as a result of the twist, and even if it doesn’t involve capturing directly, it can certainly be very bad for the players. The players shouldn’t be able to flee again, but they could try killing the goblins now, or driving them off, or escaping the fire (if that’s what happened)… it’s the player’s choice, they’re just in a situation now where they have to deal with being surrounded by the goblins.
As far as I know greater numbers generally doesn’t increase might unless there’s something like the Kobold’s swarming ability in play.
Hmm, thought there was a general rule about that somewhere… but maybe I’m making it up. Could be worg backup though.
ETA: Yep, I think I made it up, couldn’t find it anywhere. In either case, they can’t flee again if they fail, so even if they aren’t captured and at the mercy of the goblins they can still find themselves in a situation where they are trapped and need to start a new conflict or try something else in order to escape.
Also, the goblins can en masse threaten you with death if you already have the Injured condition. There’s plenty of ways that situation could put you at physical risk. So you’re much more likely to go along with them, even though you know they don’t have the capability to reasonably restrain you.
Also, it only takes one creature of appropriate might in order to make it possible to kill/capture, or whatever. So if you really want the players to be at risk of capture, then start out by describing the leader of the group of goblins riding a worg. Or make the goblins clever and have them put traps around. They can’t capture you in the hog-tie sense, but you’re as good as captured if they chase you into a pit trap.
Hmmm. I disagree. That section on wants is to give you as GM a narrative hook for your monster portrayal that more than just a number of dice governed by their nature or specific conflict dice as listed in the stat block.
A monster’s nature descriptors, synergised with its want, gives you the underlying depth and richness to your monster portrayals in the emergent story. That could be for any conflict, violent or not.
Just to be contrary, I counter-disagree. 
There’s no mention of depth, or emergent story in that section (though those things are nice). What it does say is “Creatures who want something become puzzles to explore and solve.” They’re an obstacle, just like everything else, to be defeated in a conflict, or “good idea”-ed out of the way (or otherwise taken advantage of).
On a related note!
If the Bill Collectors come for my deadbeat elf, and my elf doesn’t choose to kill them or flee or drive them off or… anything, what happens? The elf just yawns and suggests that the party get froofy coffees at the cafe.
Since my elf doesn’t seem to be in “conflict” with the Thugs, and his chosen action is “ignore them”, can the GM say “OK. Roll Health, Ob5 or get conked on the head and wake up in jail”?
“Open war is upon you, whether you would risk it or not.”
The Bill Collectors initiate conflict, the players describe how they take care of the problem. “The Bill Collectors are after you. How are you going to deal with the situation?”
Ummm…GM determines if your actions have started a conflict and, after asking you a couple of clarifying questions, decides what type of conflict you’re in.
So, you don’t get to decide if you’re in a Conflict.
Right. So if the PCs choose to ignore being captured, can they be captured?
That’s missing the point. If I take no actions, what kind of conflict is it?
In that case, I’d say that they’re willingly going with the Bill Collectors, who then tie them up outside of a conflict. You can certainly tie up someone who isn’t resisting you. But it’s not a guaranteed capture. At any point, the PCs can try and make a break for freedom by initiating a conflict…without weapons and at a +1 Ob for being tied up. That’s how I’d rule it, anyhow. Either that, or just say “that’s not an option”.
Though, if the PCs are willingly going with an intent to break out later, that’s a Trick conflict if I’ve ever seen one. Make sure that they’re up-front about the intent behind their actions. If they don’t have one, then make them choose one. Otherwise, you might just rule that, since they’re standing ground and not running, it’s a Kill conflict.
The way I see it, a by-the-rules capture guarantees that yes, you’ve actually managed to capture the party in question, and it’ll take considerable effort for them to break out. And a golden opportunity.
You made an action. You ignored.
At which point, I would declare you’re in a conflict and ask a clarifying question: “While my thugs beat your dude in the face are you going to continue to ignore them, or do something?”
Is your character in this hypothetical just trying to screw with the GM? Or is this RPG aikido?
The player in this hypothetical knows that his character can’t be captured, and doesn’t want to get into a Conflict. He figures he’ll just ignore their flailing and they’ll go away.
The conflict’s a waste of time, anyway. They aren’t trying to kill you, and they can’t capture you, and driving you off is pointless because you were trying to leave to begin with.
So yes, the player says he’s ignoring them. Now what?
Might 2 thugs can kill or drive off might 3 adventurers. ( per page 149, under the Order of Might heading). So, if you ignore them, they can either kill you (boring, though permanent) or run you off (more interesting, for my money).
Point is, you can’t just ignore them. Sure, they can’t capture you, but they can deny you access to town (via Drive Off style conflict) or bring you into the Dangerous waters of a Kill conflict. Any player who just ignores them, is going to be in a drive off conflict in my game (since the gm, and not the player, chooses the type of conflict taking place, per page 67). So, that nice inn you wanted to rest at? Armed thugs drove you off. That store you were going to sell your stuff at? Armed thugs keep you out. Want to eat at that nice tavern? You guessed it…driven off by armed thugs, unless you choose to engage them with the conflict mechanics.
So, ignore the thugs if you want, but you are going to have a heck of a time recovering from any conditions or selling anything in town. Plus, your rep is going to take one heck of a hit since you keep getting run out of town on a rail by townies.
That’s how I read it, any way.
I go totally OOC meta and talk to the player, trying to figure out what their malfunction is and fix that…by finding someone else to play with, if need be. The PC cannot ignore away the NPCs, this isn’t some weird dream sequence. 
EDIT: adding missing ‘with’
Plus I think your inability to do certain things to mightier creatures is predicated on those creatures defending themselves a bit. I’m not an adventurer, I’m a teacher, but I’m pretty sure I could kill an owlbear if it just sat there and let me stab it. I could kill a troll if it sat patiently while I piled up brush and logs around it. You know? I could capture a special forces commando with fifteen years killin’ experience if he just stands there while I whomp him with a nightstick and cuff him.
If you don’t contest what the NPCs want, there’s no conflict, and they get what they want.
If the PCs don’t take an action, there’s no conflict. The leg breakers disappear them to a dilapidated warehouse in the bad part of town. They’re tied up in painful positions and beaten. Time ceases to have any meaning. At some point, they painfully regain consciousness and realize an old man with a menacing, raspy voice is speaking to them.
“So, you thought you could steal from me? I hope you’ve come to realize how mistaken you were. I’m tempted to have you cut you into little pieces a bit at a time. But I’m going to give you one last chance before I have everything and everyone you care about taken care of. You’re going to do a little job for me…”
In regards to survival, doing absolutely nothing is an excellent defense. No rolls mean no turns pass, you can’t get conditions and twists from failed rolls, your torches and candles burn forever! Of course, by doing nothing you are agreeing to go along with anything that occurs. I think it also involves a deliberate misunderstanding of the order of might. Thugs cannot capture adventurers… as long as the adventurers stop them, if you do nothing then they just drag you off, they didn’t capture you so much as you went with them willingly. If you did not go willingly… what did you do? Just about anything you describe at that point will be a conflict of some sort. If a kobold with a knife has just shown up you can’t just laugh it off with “Kobold’s can’t kill adventurers!” and walk away protected by an aegis of game rulery that prevents the kobold from then just stabbing you in the back.