Just throwing my name into the hat as well. I've also been having this issue since the DST beta over the summer.
As others have mentioned, my friend and I can enter a sinkhole upon a newly created world that we start together but the moment that I disconnect from the server (I'm usually hosting) and fire it up again and invite my friend, she can no longer enter the sinkhole without the game booting her to the main menu. We've tested with her hosting a world and it's the same on my end.
I usually stream when we play together and captured the issue happening many times over the past couple months. If it helps any, here is a video demonstrating myself joining her game and attempting to enter the sinkhole (the clip begins at 46:56):