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I play Dirty Bomb on the Asia region and when I try to join a game as a party leader it says "If you join this game you will leave your current party." However, when I try to join a game as a party leader in the North America region it works?
That's because casual matchmaking only works in NA and EU regions.
Asia still uses the old system in which the game just sends you to a random server that isn't full. This is why you also don't have to wait in a queue to find a match when playing alone.