It's almost a joke of Haven, at this point, but now and then, we need to ask the question: Why the hell do people live in this crazy town? This week's episode helps answer that question, even in the face of the latest deadly Trouble.
Because they feel an obligation to help the Troubled
For characters like Nathan and the Guard, Haven is a crappy town, but it's their crappy town. In a lot of ways, Nathan is essentially the opposite of the Troubled fireman with the power of human combustion. The fireman is wracked with guilt because he's constantly honored as a hero while he feels that he doesn't live up to the label. Nathan puts himself in regular danger dealing with the Troubles, and is viewed with suspicion and fear because of his proximity to the Troubles.
Similarly, Duke feels as closely rooted in Haven as Audrey is. He takes pride in providing a haven within Haven in the form of the Gull and he delights in pointing out the sights to Jennifer. If anyone has a right to leave Haven, it's Duke, but he doesn't even hesitate to return after leaving the barn.
This may be what our new friend William is trying to stir up in Audrey—a sense that she is, on a deep level, a person with certain abilities, someone with a more profound destiny than world's nicest bartender. The question is, will he be doing it in the service of Haven?
It's the only place where they feel normal
This applies to Jennifer, who has grown on me immensely this episode. She quickly realizes that Haven isn't all seaside views and salt water taffy, and under different circumstances, her near-combustion would probably send her running back to Boston. But I think it's more than the realization that she's not schizophrenic that keeps her in Haven. She recognizes that while she didn't ask for this supernatural ability, it may be a superpower, albeit an annoying one. Haven promises her community, support, and a sense of purpose.
It sounds better than what they're leaving behind
Wade Crocker is probably the last person who should be moving to Haven, given the issues that Crockers have with the Troubled. But somehow Duke can't bring himself to list all of the reasons why Haven is a no good, very bad place for Wade in the face of Wade's fresh cuckolding. But really, couldn't Duke have booked him a hotel room somewhere very far out of town?