They dont. The drop out rate is about the highest for any professional sporting event. Everyday there is a cut-off time and riders who are late are out of the game.

The leaders are helped by their team mates, who shield them from the wind, and generally put them into a race-winning position. These domestiques would be expected to ride themselves out of the race if neccessary.

Not everyday is an all-out race. The leaders establish their lead in the time trials, and maintain it in the mountains, but on many sections, they do just enough to stay in the lead, and no more. On these days, lesser riders and specialists make a bid for the winning line. A stage win can mean big earnings, so riders may blow their chance of finishing for a stage. This is part of the tactical side of pro racing.

There are rest days, the riding is not 20 consecutive days, and some of the stages are shorter than others.

For many, just finishing the TdF is the highlight of their career, and there is a special prize (The Red Lantern) for the rider who finshes last.