There's a specific quest item obtained very late in the game which prevents them from running. If you keep up with your job board quests you'll get it eventually.

(As far as I'm aware, they're straight up unkillable without this item – they level-scale all the way to 99 and have something like 25 000 hit points at max level, so it's simply impossible to inflict enough damage to kill them before they run.)

Thanks, bro. I figured it was something like that or I just needed massive DPS that I didn't have.