When you gotta go, you gotta go.
As someone who's been on The Price is Right as a contestant, and a nervous pee-er myself, I can tell you that having a bathroom right outside Studio 33 is a god-send. However, you really have to time your pee breaks. It's cold in that studio...which obviously doesn't help.
Four times in history, The Price is Right has called a contestant down who was nowhere to be found in the studio audience. All four times, it's been because nature called.
The latest example was this poor soul who had the entire studio searching for her after George Gray calls her name to "Come On Down!" When she finally makes it back to the studio, she high-fives a bunch of people...I sure hope she washed her hands.
As mentioned, it's happened before...the first time, back in 1976. Take a look: