Thai Visa required for Myanmar migrants travelling FROM Thailand?

Hi all, a bit of an odd question and please feel free to move it if I'm in the wrong category.

I have some friends from Myanmar who live and work in Thailand. I believe they have the CI and pink card, most of them; a couple might have the 10 year card. Some also have a Myanmar passport, though they do not use it to stay in Thailand - they use the other IDs mentioned.

They all suggest that, if they are in Thailand and they want to travel internationally (let's say to the UK as I'm from there), they first have to go back to Myanmar and fly from there. Even if their flight transits through Bangkok on the way to Europe, they still have to go to Myanmar first (by land), fly to Bangkok showing their passport, and then connect to wherever they are going (with or without a transit visa? I have no idea).

This sounds really odd to me. Even though their stay in Thailand is based on a CI/10 year card, why can't they just apply for a UK visa in Bangkok, stick it in their passport and fly directly from Bangkok to the UK by showing their passport? Has anyone heard of this and can confirm/deny? I have looked around online but I can't find anything, I think its a bit of a niche topic.

Thanks in advance for your help.