Play on a dedicated server, those have no tether. This is how the game is by design, co-op uses the single player light server instead.
If you’re on pc, the software is completely free to set up a dedicated server, which gives you a much better experience than co-op… it’s there… use it.
That has absolutely zero relevance… those are different games, made by different people, who took different design choices for different reasons
If you prefer those to Conan Exiles, then simply play those, that’s how that works
