We set out with Messenger of Allah ﷺ, and some of us assumed the lhram for ʿUmra, some assumed it for Hajj, and some assumed it for both Hajj and ʿUmra. Messenger of Allah ﷺ assumed the Ihram for Hajj. So those who had assumed the Ihram for Hajj or for both Hajj and ʿUmra, did not finish their Ihram till the day of An-Nahr (i.e. slaughter of sacrifices). Malik also narrated as above, saying, "(We set out) with Messenger of Allah ﷺ in Hajjat-ul-Wadaʿ...)" This hadith also reaches us through another chain.
خَرَجْنَا مَعَ رَسُولِ اللَّهِ ﷺ فَمِنَّا مَنْ أَهَلَّ بِعُمْرَةٍ وَمِنَّا مَنْ أَهَلَّ بِحَجَّةٍ وَمِنَّا مَنْ أَهَلَّ بِحَجٍّ وَعُمْرَةٍ وَأَهَلَّ رَسُولُ اللَّهِ ﷺ بِالْحَجِّ فَأَمَّا مَنْ أَهَلَّ بِالْحَجِّ أَوْ جَمَعَ الْحَجَّ وَالْعُمْرَةَ فَلَمْ يَحِلُّوا حَتَّى يَوْمَ النَّحْرِ حَدَّثَنَا عَبْدُ اللَّهِ بْنُ يُوسُفَ أَخْبَرَنَا مَالِكٌ وَقَالَ مَعَ رَسُولِ اللَّهِ ﷺ فِي حَجَّةِ الْوَدَاعِ حَدَّثَنَا إِسْمَاعِيلُ حَدَّثَنَا مَالِكٌ مِثْلَهُ