I don't think you are suppose to caravan thru the Exit gate...If the Exit side gate is removed, TV will put up a Stop sign at the gate. I just assume every car exiting will caravan.
When I am waiting to cross on the MMP, I will yield to all cars exiting until one of them slows and waves me thru to the center median...And then I will wave back to acknowledge them letting me cross. Cars always have the right of way.
But Please...Don't be "nice" and wave people on ( I don't care how pretty she is

) that violates right of way. Bad things can happen and it can be your fault if an accident occurs.