Why does the Nasi enter and leave with them?
Rashi: [During the Mo'adim,] also he, when he enters the Azarah to come to the southern Pishpesh ha'Heichal and bow, also he is commanded to make the Azarah a shortcut. He enters via the northern gate and leaves via the southern gate, with the commoners. He will not enter via the eastern gate like on Rosh Chodesh and Shabbos Bereishis, for there is no western gate opposite it.
Radak: When all of Yisrael ascend for the festivals, it is his honor to come and leave with them ? "b'Rav Am Hadras Melech" (Mishlei 14:28).
Malbim: When he is among the nation he must do like them and leave in the opposite side of where he entered, for their honor. He leaves from where he entered (8) when he is alone.
Why does it say "Yetze'u" (plural)?
Radak: He and the nation will leave together.