This issue is the one large glaring issue I have with the game. The idea of having a pregame lobby where you can group up with players before launching a game has been around (at least on consoles) since halo 2 shooter wise or if you wanna go way back, the lobbies in Phantasy Star Online on the dreamcast. I feel the consoles should get this update in functionality as a high priority.
It's a little bit lower of a priority on PC, but it would be nice to get together with your friends and join a server as a group rather than having to follow individually. There is also the issue that someone may join the server while your friends are joining and prevent them from getting into the game due to the server being full. With the lobby you would all attempt to join at once and if any of you could not get in because someone just joined the server, none of you would get in. You would then be able to pick another server.