Straight from @MacMan !
"On the last post round screen where it shows your character and the “ready” button, if you are the party leader, instead of clicking “ready”, you click “back” (on controller I press the button “B”) and a message pops up saying you will pull your party out of the game. Click o.k. and you and your party return to a lobby where you can click on Hunt mode again.
This worked for me every time, so instead of having to re-invite people to my party after every match, I just back out of the post round screen and click on Hunt and the party stays together."
Test it out kids and let me know how it goes!