you do, however that's always annoying to one of the two players. You either have to have both players ONLY play together, or bother players have many alts for playing together, then your both playing the game again right after playing it and it just gets annoying.
At least to me, this happened to me with a few friends in WoW. I wanted to play and level up, they wanted to read every single pointless quest text and explore every single inch of the map. Then i had another friend that made an alt every 5 minutes and I could never do that either.