If you're the host of a lobby and you finish a mission I think the first thing you should do when we get back is pick the next mission. That way everyone knows that you plan on continuing to host and we don't waste time running around and waiting to see if you're going to pick one or not. After selecting the mission you can do your next mission prep, check out the store, grab a beer, or whatever it is you do between missions.

I also think this is the reason why people tend to leave right away. A lot of people have limited time to play in a day and you don't want to waste 5-10 minutes dicking around waiting to see if this lobby you liked is going to keep playing. If they select a mission right away you can at least know they intend to continue to play.

In addition, if your lobby isn't full then it can fill up while you do your between mission things.

Ultimately I can't think of any reason not to do it this way. It's more convenient for the host because it gives time for the lobby to fill and lets the people already there know they can run again. The people in the lobby can be confident they won't be wasting time waiting around just for the host to leave. Both of you can also have more time to prepare for that specific mission, because you know what it is before the last minute. I encourage all dwarves who host lobbies to adopt this practice.