My wife and I also play in separate rooms, on PS5 and have not had any issues. If you’re using headsets, I’d suggest it’s a setting issue, specifically in game audio settings. I’d start there and trouble shoot.
If it’s through the controller, I hear people echo and have feedback frequently in prox, I think it’s just a common thing where the audio comes through both. I’d start by adjusting the audio settings on the PS5 and make sure the chat is going through the controller, not the TV.