I know it'd probably compromise their ability to sneak in close undetected, but man... I view these guys as being so valuable, I wonder if our respective military planners couldn't figure out some way to provide them with an infantry squad, or a few mortarmen, or something, to cover them while they withdraw from a position? I hate losing anyone, but I really hate it when we lose snipers (and their highly accurized rifles).
Which is why so much of the training for snipers is 'sneak school', not just shooting. Hopefully, no one knows you are there until they suddenly are being offered their 72 virgins.
Putting a squad with them would make them more visible. I'm sure they'd prefer to be left alone to their immobility.
I've got a Marine buddy in snipers, and he showed our CAP Squadron his ghillie suit. Under that, you could lie still and have people walk ten feet from you and never see you. You look like a bush or rock pile.
Best to be alone and leave the next night.