Actually the question you have to ask your self is, "Would you allow an uninvited guest to show up at a weekly poker game with your friends". Say a stranger barges in sits down, and continually releases horrible flatulence for all to smell, while being a total , (the Griefer, this sort of thing is fun for them).
David & Frontier is brilliant in this regard. The Solo and group play options will completely control this, 100 Percent, in time. Use the tools.
As far as I've been able to tell the Solo and All Play options are the exact same server. Other than when you go Solo you are placed in a Solo instance, tuning all the PC players out of your instance.
Play what ever mode appeals to you. The question isn't necessarily why would you want too? You have to ask your self if there is something you need for yourself in any of these modes. Find the one that works for you and play it, ignore anything else.
Also try not to pay to much attention to what some of these people have to say about your gaming experience. Let them play anyway they want, you do the same.
You can take this to heart, the reason were all here is to have fun, have it your way, have fun.