I think I remember that they did tell you... But I'm not entirely sure. Maybe I went alone because I read it in the guide.Gang, it turns out I had to go in solo! What in the world?! Without asking anyone here I would've never known that to raise the relationship with PM I had to swing by alone at some point to talk with her! Snap! Game could use some better hints on how to unlock certain content lol.
Also keep in mind that in various maps there are certain exclusive events if you go alone as the protagonist, alone being Kohaku, Being Kohaku with Yarizo or Being the protagonist with the PM.