There isn't really any standard protocol. It is totally situation dependent. Self rescue is always worth considering, but other factors can come into play. I don't really know too much more about this specific incident than has been published, but here are some things to think about:

How strong are the search subjects at this point? Remember, they were out on a day drip on Friday. So they have been holed up in difficult circumstances for 4 days beyond what they thought was a day trip. They may be significantly weakened by this point. If they are reasonably sheltered in a snow cave, it may make better sense to stay put and let rescue come to them.

If they move, how easy would it be to rendezvous with an approaching SAR team? If visibility is poor, they could walk right past each other on that glacier. Since the rescuers have their coordinates, again it might make more sense to stay put.

What is the terrain like between them and the rescuers? They were dropped off, apparently for a day ski (in more mellow terrain?), high up on the glacier . As the photos with the articles show, the lower part of the glacier is heavily crevassed. A team of 2, even if roped up, can have a very difficult time if one falls in a crevasse. If we assume they are already cold and weakened, extricating someone from a crevasse would be even more difficult.

Note that the team of 4 PJs are the gold standard for rescue. They are Air Force Spec Ops, and are super fit, and highly trained. I assume they landed on the glacier with the full expectation that it might take several days to reach the subjects, and brought the appropriate gear for a multi day mission.

In this case it probably makes good sense for the subjects not to move. Other situations may call for a different answer.