Rev 14:3 says they are ''bought from the earth''. They follow the Lamb to heaven.
It doesn't say they follow the Lamp to heaven. You can be on the earth but be deemed as being of heaven, not of this world. John 17:16 - They are not of the world, even as I am not of the world.
(Hebrews 12:22) But you have approached a Mount Zion and a city of the living God,heavenly Jerusalem,and myriads of angels
Heb 12:22 - But ye 'are' come unto mount Sion, and unto the city of the living God, the heavenly Jerusalem, and to an innumerable company of angels,
This Heb verse is speaking in the spiritual context, not literal.