Explore Alone to get More XP
Although you can explore the Crossworlds with your friends and share any XP you earn across the party it will not be beneficial in the long run as Lea will be completing quests but earning a lesser amount of XP which can lead to her unable to beat monsters.
If you find this happening you should consider playing alone for a while when you enter a new zone in the CrossWorlds in order to give yourself the opportunity to get more XP for Lea. Remember, CrossCode will reduce your damage by up to 30% depending on the number of members in your party which is a significant loss. Also, the more XP Lea gians the more damage she is able to do. Once you have reached a level you are satisfied with you can re-invite your party members. Party members do not gain XP when not in use.