It’s because a new server has to be spun up when there is more than 1 player. When you are playing solo online, the server you are already on can just unload the old zone and load a new one. When you are in multiplayer online, the first person can’t unload the exiting zone because the other people are still in it. So a new server has to be spun up to send that first player to. This is what causes that delay.
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