You’d have to fuck up severely for that to happen. So many Europeans have a relation with Thailand, most of it above board - i.e vacation homes, shared families, etc.
Besides, this is a very special case that the band can’t bribe themselves away from. But usually police in Thailand are like police in India. Bribes are the norm, so average westerners are used to the idea and know when to push and pull.
But, Russia being what Russia is and the Thailand regime being what it is, it’s not a shocker that they would serve up political dissidents on a silver platter.