It's hard to really tell without more context. It could be correct as is, depending on the situation.
For example: Imagine the bad person went on a dangerous mission. He didn't come back. Maybe everyone else doesn't know it yet. , So the act of him not coming back is in the past, but the act of nobody missing hasn't happened yet, i.e. is still in the future.
Also, you have to remember that characters don't always speak gramatically correctly.