The astronauts accompanied him
From the film's official novelisation (written by Stephen Spielberg)
Roy turned and took the first step forward. Then he started walking slowly, then faster toward the ship’s negative gravity zone, and the
fiery, lighted opening. The twelve astronauts began to follow
him.
The little humanoids formed a blinking, twittering file on either side of the column of astronauts and accompanied them up the
brilliantly lighted stairway toward the glowing interior of the great
mother ship.
One little creature separated himself from the procession and flowed over to Lacombe. He reached out one armlike thing and made the first
of the hand signs, corresponding to the first note. Lacombe, deeply
moved, responded. Then the creature and the Frenchman went through the
other four hand signs.
Lacombe looked down into its . . . face. It was changing—from something embryonic, unformed, into a face of something a thousand
years old. Suddenly, Lacombe knew that all the wisdom, all the
superintelligence, the experience that it had to take to build these
vehicles, to travel these dozens of light years was there in the aging
countenance and the . . . yes, the smile of this fantastic little
creature.
Lacombe smiled back, and then the little thing flowed away after the others into the phantom ship. Neary was almost inside now. Incredibly,
he was thinking and hearing a song in his head. It was from Pinocchio.
When you wish upon a star, Makes no difference who you are. Anything
your heart desires will come . . . to . . . you. He took another step
up the ramp of fiery brilliance into the center of the starship.
Around him the blaze was almost blinding, yet he seemed to be able to
see . . . everything. And the music in his head grew louder. If your
heart is in your dream, No request is too extreme, When you wish upon
a star as dreamers do.
Roy turned to make sure the twelve astronauts were still with him. Then he waved one last time to Lacombe and to Jillian and Barry. He
hoped they could still see him. Outside, on the cement strip, the
figures of Neary, the astronauts, the little creatures, were
dematerializing into fiery light and energy.
And from the film's screenplay

"The inside light burns brighter and brighter as one after another the twenty volunteers disappear into the brilliant opening"