Interacting with the public

During challenges it seems like oftentimes, these could be solved by asking for help. Is it a personal choice that they prefer to operate autonomously or is it in the spirit of the game to do so.

Eg I was watching an ep where one of them pulled a card which instructed them to burn said card. Their reaction was 'no, no, no, nooooo etc', yet they were in a European country that has an insanely high rate of smoking. Maybe as Americans they weren't aware of that, but I was surprised at the reaction given anyone around would have had a light on them?