I would just go ahead and lose the first round so I could have a stress free trip around the world!
No they dont go with them..... there is always an elimination destination and it just so happens that the destination was Thailand this time. They basically rent a fancy villa in some country out of the way of other tourists for the month of the race and as each team is eliminated they are taken to the villa. It just so happens this time the place where the elimination destination is - Thialand - is also a place where TAR goes this season.
Its been Mexico, Portugal & Greece a few times I believe.
Towards the end the teams do follow stll racing teams - ie the final 5 because
a) they wouldnt have time to go to the elimination villa and then get back to the final destination city for the final mat
b) they act as decoys and actually complete a lot of the tasks. So that folk realsing its TAR don't spill the beans with the final 3.