"They decided it wasn't worth the fight," Sunland Park, New Mexico, Police Chief Javier Guerra told ABC News on Tuesday.
Members of the group, which calls itself the "United Constitutional Patriots," were seen using military-style attire and firearms to detain dozens of migrant families last week. Video of the encounter was shared widely on social media.
The group has remained camped out near the border in New Mexico and plans to leave the area Wednesday morning, Guerra said.
The group's leader, Larry Mitchell Hopkins, was arrested Saturday after he was charged in a criminal complaint with being a felon in possession of firearms and ammunition, according to a statement from the U.S. Attorney's Office in the District of New Mexico.
"Pointing a weapon at an unarmed individual is assault," Guerra told reporters in Sunland Park on Tuesday. "Now that I know there was an ex-felon over there, it does bring worry to me."
Federal officials also issued a warning to militia members over the weekend.
"Interference by civilians in law enforcement matters could have public safety and legal consequences for all parties involved," a U.S. Customs and Border Protection official said in a statement.
Private citizens have organized along the southern border for years in attempts to stop immigrants. A group known as the Minuteman Project coordinates volunteers looking to spot and report people that they believe to be crossing into the United States illegally.
"It's our job to support law enforcement, not to be law enforcement," said Howie Morgan, a Minuteman Project leader.
Despite public warnings from federal and local officials, Morgan said that their group only reports what they believe to be illegal activity.
CBP did not respond to follow-up questions from ABC News about border agents' interactions with civilians offering unsolicited help and members associated with United Constitutional Patriots could not be reached for comment.
Hopkins, the group's leader, allegedly said the that United Constitutional Patriots had also plotted to assassinate Hillary Clinton and Barack Obama, according to a 2017 criminal complaint.
The U.S. Attorney's Office in New Mexico declined to comment further.
Hopkins will appear in court next week and, if convicted, faces up to 10 years in prison.