As you can read above, keeping them infantile, uneducated, and isolated is an important part of the countermeasures plan.
That's the first part about the ability to take off the collar themselves.
The second part is even simpler. The collar may even be not explosive, it can be an antidote injector, while the superhero is poisoned (or have an implanted genetically modified tissue producing a toxic agent).
To recharge the antidote, he should periodically return to the complex.
Also there is no sense in taking the hostages away if everyone outside the pandaemonium complex is panically afraid of them, and deadly hates their relatives, which are still alive exactly because they are evacuated into the complex.
So, the expulsion of the hostages from the co-imprisonment is the worst what can happen to them, let alone their own escape.
Not "surrender, or we'll find and kill your relatives", but "surrender, or we'll make them get out and stop protecting them".