Some of the girls are quite lazy and hate to walk anywhere. Nina is possibly the laziest person I have ever met, she would take a taxi from NEP to the Nana Hotel if you offered it. ShebaWaitressCutie insisted on walking from Soi Cowboy to Soi 5.
As for embarassing the girl, if you are walking around on lower Suk late at night with a TG, no one cares as that is the norm and everyone knows what is going on.