The three main characters are heavily intertwined in the story so it won't be possible to leave them behind.
Story wise yes its a must have, but revisiting cleared areas solo (even at level cap) might be interesting (I'm not hating on the characters too just fyi), and whenever you need em in order to progress the story or whenever you feel like running places and defeating enemies together you could always rendezvou back at the mercenary camp, just a thought