You don't. I play lots of multiplayer games (they're pretty much all I play these days). You just play different games with different groups of your friends at different times.

I didn't like Balder's Gate, RPGs just aren't my cup of tea. Some of my friends played it, I did things with other friends that interested me.

This person's argument might apply to some people, but for the majority of people I've met, they have more than a couple of friends or at least have friends that are decent enough to say "okay we all like X, so we'll play that instead since everybody is here."