Good question. It really depends on the scenario, but the general guidelines work like this:
1. Humans cannot enter the crest at will. They need Echo Water (also referred to as Crest Water) to be able to enter the crest. A supply of it is found at the lab. It was mentioned for the travels into the crest during Chapter 1, but it felt redundant to keep mentioning it, so it's now primarily implied.
2. Echo obviously can enter or exit the "inner crest" at will and Fae can enter if either Echo or Rend (the main character) allows them to without the use of Echo Water.
3. Rend will always exit the crest in the same location that he entered it. Anyone else who exits will also be where Rend last entered it or next to Rend if he is not in the crest. At this time, no one can exit the crest without leaving with Rend. Echo cannot exit the crest without Rend being in the outside world at this time due to personal safety reasons.
4. Echo can also attempt to "pull" Rend back into crest, but her ability to depends on her/his physical/mental states. While it's never explicitly stated, you can assume that every time you get a "game over" in Chapter 2, Echo attempted to pull you back into the crest, but failed.
Two examples to describe how this works would be the prison section in Chapter 1 and the first intermission scene. For the prison section,if Rend is spotted by "Mrs. Nurse", he's panicking extremely, which prevents him from being able to be pulled into safety. Not only that, but Echo didn't even know she had the ability to do so until during the first intermission. And, as for the first intermission, while Rend was severely injured, he was in a "Safe Space", so he began to relax while unconscious. This brief moment allowed Echo to pull him, but she also endured severe physical trauma for it, going unconscious herself.
The lab is generally seen as Rend's "Safe Space" in Chapter 2, so it's where he is at his most calm, regardless of the situation. To avoid any interruption or potential dangers, people only enter or leave the crest at the lab aside from Echo who leaves and enters freely.
5. The ability for someone to enter the crest at all also depends on Echo's/Rend's physical/mental states. If he is extremely injured and/or stressed, which is common when fighting for your life, it may be impossible for anyone to enter, including both Echo and Rend.
So... yes, the crestrooms are with Rend at all times, but they are not always accessible. For the above reasons, Rend may not want or not be able to let someone enter his crest.
These aren't hard-and-fast rules and they'll almost certainly never be directly stated in game in their entirety, but that is what I abide by when I write anything that involves danger. These rules primarily serve to keep the ability to literally disappear to a safe-haven in check, as just allowing the player to "poof away" would kill most narrative tension involving violence.
I hope that answered your question! I appreciate the curiosity, so let me know if you have any other questions.