Why did the troglodytes come to Bright Hope?

The opening sequence of the film shows Purvis (Arquette) and Buddy (Haig), startled at the potential presence of witnesses or law enforcement, attempting to escape the scene of their crime and stumbling upon an elaborately ornamented site which is apparently of great significance to the so-far unseen troglodytes. Purvis expresses misgivings about encroaching on what "looks like a burial ground." Buddy dismisses, in something of dramatic irony, the work of "godless savages." Shortly thereafter they encounter the troglodytes. Purvis escapes, eventually arriving at Bright Hope.

It is left ambiguous whether the troglodytes had herded the pair to the spot for the purposes of killing them ritualistically, or simply considered the two being there as a transgression to be violently repaid, but in any case, it can be inferred that the tribe pursued Purvis to the town for the purpose of recapturing him. Whether this was out of their particular sense of sport or justice isn't spelled out on-screen.

It also strikes as unlikely that the terrified and buffoonish Purvis could have eluded experienced hunters/trackers for the days-long journey from the tribe's home to Bright Hope, had the tribe been eager to catch him. He arrives weary but not exhausted, taking the time to bury his stolen goods outside of the town, and is not so concerned with the violent tribesmen as he is with the unwanted attention of Russell's local sheriff. This indicates the tribe was holding back in their pursuit, with a secondary objective in mind, be it scouting for new hunting grounds or merely satisfying curiosity as to why so many white folks were suddenly cropping up in their domain. But whatever their motivations, it was ultimately Purvis who led them there, setting off the central conflict of the film.