Borderlands multiplayer isn't like Diablo, it's a strict co-op affair. You are supposed to be on the same missions as your friends and supposed to be in the same place as a result. What you complain about is actually a really great co-op implementation as only one person has to get the quests/turn in quests/travel and the entire group moves together. I really don't see how this can be a problem for you if you are working with your teammates at all since it won't travel if somebody is in a menu.
Obviously, yes, if it was intended by the four players to "go there" and do "x mission" in unity, then it's not a problem... but that's obvious isn't it. I was referring to players like me who have no friends who also own Borderlands to play with who is obliged to play with strangers when he (of course, talking about me here) wants to play on-line. When I actually join an on-line game I sometimes, very rarely join a game in which two players are in it playing the same missions, maybe they are friends, but I wouldn't know... but the problem is that most of the time, let's say... oh... 9 times out of 10 I join a game with players who keep doing their own things without a single word between ourselves, independently roaming about, sometimes without doing missions, just grinding on the available foes on their paths.
Normally I would not actually stay in such games, but those types of games on-line especially for me who I repeat has no friends to play Borderlands with simply because none of my friends own it are the majority of available games to play in. So I play in them, sometimes I try to communicate with the players, suggesting them to do 'x' and 'y' together, rarely it works, sometimes I get answers in Russian or in various other languages I don't understand, and sometimes it lags, too. Anyway, if the strangers play independently and going about on their own business and grinding they will chaotically move about sometimes playing in one area for five minutes, clearing just a small portion of it and then suddenly they decide it's a good idea to switch to a new area while I and perhaps another player in the same area where in a firefight, and that makes the game unplayable at best.
The very concept itself of "forcing" players to be together by actually forcing a new area load and location spawn is both a very good idea and a very bad one. It needs to be configurable, but it isn't, so the best I can do as a player is to cross my finger and hope to find a game in which all two, three or four players will at least clear an entire area and do all the available missions there before moving to another, which happens perhaps in 1 game out of 10, and I don't bother with that anymore. So instead of losing my time, patience and sanity on-line I stick off-line and play with a third-party software that tricks the game into thinking that I am playing on-line with three other players, in turn augmenting the difficulty, giving me better loot, more experience, more challenge, more fun, no lag, no complaints... and, well, I'm just having a great time.
I honestly have no problems with Borderlands off-line, it's great fun, and I would have fun on-line only if that concept of "forced area loading" would either be removed or become configurable, amongst other things as well such as filters to determine or limit the ping of the games I want to play in, and the location of the host and the in-game settings, etc., but as of right now Borderlands on-line is extremely limited, static, and can barely be configured, filtered, controlled by the host.