Because I'm new to this mystery, as in I only learned of it 4 weeks ago, my theories continue to evolve by the day, and I have started to wonder, since I'm fairly convinced Semyon's photo's image a helicopter and search light, and it is stated the military were in that area that night, that this is somehow connected to how the tent is as found.
If you were in a dark tent on a white mountain ridge in a communist country, and the military were suddenly all around you unexpectedly, you might feel a little too conspicuous, and if any of your number has reason to fear being asked to show ID and papers, or your permits are not 100%, you may elect to camouflage your presence as best you can and hide.
So, you might not set up the tent ridge support ropes, which don't appear to be there in the photo of the tent, you wouldn't set up your stove because the smoke would be a dead giveaway (and this then risks hypothermia), you might drop the tent down and cover it with snow, explaining how Dyatlov's torch is later found sat on top of 10cms of snow, and you may lay down inside, under the canvas, submerged in the trench you've dug, to disappear for as long as you can stand it until hypothermia flushes you out.
When you leave your tent you may have cut your way out, or wish to stage it further so it looks like an abandoned, wind-shredded tent, in the hope nobody comes looking for you, figuring you'll return when all the activity is over, and when it seems okay you walk off to go hide in the woods, dousing your fire there the moment you hear a helicopter rotor or any other sound indicating a military presence is nearby.
This doesn't fully explain why they set off unprepared, not just without coats and shoes, but without at least one of the axes they had, or their saw, but if the tent was already collapsed and covered in snow getting out of it might have been difficult enough, and they may have not been thinking straight due to the effects of hypothermia, and/or may have had to seize the moment the coast seemed clear.