There is knowledge a character has that a player may not thinkabout. If they have a knowledge skill of tactics, security procedures, sometimes a GM prompted Ks roll can be an excuse to give them a hin, with a few successes being a 'feeling they should double check the plan' with four or more being a 'realization of a major flaw'.
If the players are just playing dumb, and ignore a few 'are you sure that's is your plan' or skill roll, and they keep on going in face of an obvious trap or overwhelming odds well, some permanently burned burned edge or dead character makes a great teaching moment.
BTW, the captors taunting the prisoner with how easy it was to find them, what unskilled amateurs they must be to foul up so basically might be a good teaching moment too. Loss of street credibility might be called for.