Left with no good options and no way to actually win the fight, the witches from the city took the only option left to them. They ran back to their vehicles and fled the scene headed north, away from their hometown.
If they never returned, it could be assumed that they had fallen in battle or had been captured during their mission. They wouldn't have to return as failures without a mark on them, and they wouldn't risk the backlash of the Army for not returning with Wolfe.
The army would be mad that they didn't bring him back, but after he had caused that much chaos and destruction, they would understand that a small group of Witches might not be enough to deal with him, even if they still had some of the tanks that Wolfe had destroyed.