Um... they did. The first day was horrifying because of lack of sleep (up from 4:30am to 9:30 pm with about 25 mins sleep!). I might title the trip report something about a mommy meltdown, because we were on the phone with my mom trying to figure out details of canceling the trip and coming home.
They had "stranger anxiety" not with people but with the hotel room (weird)

but once they got used to things (a few days in) they were excellent!
Honestly, it was just the worst possible month to travel for their little lives thus far. A few weeks earlier and they would have been in heaven with all the attention and being held... a few weeks from now I think they'd be more attentive because they're starting to "get" what people are doing and gesturing .... right now, though, they were furious every time we put them in the stroller because it reclined and restricted them too much. They are crawling and starting to cruise all over and HATED going from one strapped thing to another. We worked around that, as you'll see if I ever get around to the TR!