I hate multiplayer in pretty much any game where there's a lot of menuing. And being able to wander off? There's a reason you don't split the party IRL and it holds here. Having a shopping session also is boring IRL and it is here, too. Oh, there was important plot stuff happening? I didn't know the other person was in a conversation.
You can do this and also listen to conversations you aren't present for from the active character portraits without changing settings. There's even a prompt for ongoing conversations to join in on them as a listener remotely.