I don't know how it works on consoles, but on Steam your friends can join your lobby without asking if they join through the Steam friends list instead of through the in-game one, just by right-clicking your name and pressing "Join Game".
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They might be joining through Steam's friend list rather than in-game. In-game makes you request, while Steam lets you join directly.
Which platform are you playing on?
I don't know how it works on consoles, but on Steam your friends can join your lobby without asking if they join through the Steam friends list instead of through the in-game one, just by right-clicking your name and pressing "Join Game".
On console, you can join without asking through party.