They haven t figured that out through all their trials. They re not used to a God like this. They lived in Egypt, in a world of idols and shrines, with gods reliably located in the temples, personified in statues and paintings, gods depicted as hawks and elephants and snakes. Moses God is a hidden God, a God who requires patience and trust and more patience and more trust. The gods they left in Egypt have names, Horus and Seth and Ptah, but Moses God gives no name but says only I am that I am.
Life is insecure enough.
Life is changeable enough, and its meanings and its twists and turns already far too hard to see. So when Moses goes up the mountain, and doesn t come back right away, they lose patience. Now not only is there an invisible God, but an invisible Moses. Now not only is there an unpredictable God, but an unpredictable Moses. These people are not prepared to go on without a source of divine comfort and help, without a deity by whom to identify themselves and to lead them in battle, and they know where they can get one.