In any kind of MMO, there are a lot of different challenges to endure. They do, however, tend to split a fair bit between personal challenge or group challenge, regardless of whether the content is done in a group or solo. A personal challenge means that the difficulty and the penalty entirely falls on you; for example, if a boss has a mechanic you personally have to mitigate and failing to do so will kill you but not harm the rest of the group, that’s personal challenge. Group challenge, meanwhile, is much more focused on overall coordination and shared effort, like a server-wide crafting event in which you compete with other servers.
I don’t think either kind of challenge is inherently better or worse, but both types do challenge different sorts of play and attach different levels of responsibility to the individual. So which matters more to you in an MMO? Is performing at your best the most important part of a fun MMO challenge for you, or would you rather be tested on your ability to coordinate with the remainder of your group?