I think it's very irresponsible, unwise and ill advised to do such a thing, they do not have a personal visa. Usually the U.S. delivers a collective VISA for the team which will make it impossible for them to stay here in the US. Besides, by escaping like that they become fugitive of the custom law and therefore subject to arrestation and deportation. The immigration is probably looking for their family here in the US and will be so easy to find them.
Now who's smart idea was that?