So I've now played both Fall of Avalon and The Last Knight with a full party of 4 characters and in both campaigns, but especially the last one, I felt like we were always holding hands and doing everything together. Which ends up feeling like "we could just play this alone on our own".

I want to play the following campaigns (my friend owns all of them) in a way where my own decisions matter and I'm not getting punished by the game for going on my own. I will mention that my friend who owns the campaigns is a bit of a completionist so he wants to us to do everything and generally see almost every possible dialogue option.

How do people play this game in a way where each character has agency, can go on their own or split up in pairs and you still accomplish the big goals together?