exp from stages is mostly influenced by grade I think; so if you can kill 95%+ enemies and 1cc you should be fine I guess.
But you also gain cp in groups that levels your cl so you can make guilds and stuff.
On higher level stages though, playing in a group can be deadly for you; like certain bosses throwing "hakurei homing rings" that would suddenly retarget itself (or even split!) and hit someone else who wasn't expecting it.
edit: enemy hp also gets scaled with more people in the party; so if your party sucks, you might just have to solo the quadruple hp boss.
Worse thing I've seen so far... 495 QED x5 at double speed from a mid boss

you just can't dodge that...
Right now, don't even think about PvP unless you're a summoner; because they can stunlock and kill you in seconds with no chance of retaliation. Even with a level difference greater than +15 Try not to pvp with summoners :V