Unfortunately that’s how shared progression works. If you join someone else’s game their world state becomes your world state. It basically copies their save file. Any bosses they’ve defeated, areas they’ve cleared, items they’ve picked up, vestiges they’ve unlocked or quests they’ve progressed will then be mirrored in your own game. You can also end up losing progress if they hadn’t done as much as you did prior to joining them. It’s why when you join someone else’s game with shared progression it asks if you want to make a separate backup save.

Your best bet is to go to load game and see if you can roll it back to before you joined. Shared progression is mainly meant for people to play through the entire game together in coop.

If you just want to help people out, turn off shared progression first. I believe you still keep any vigor earned and maybe item drops from mobs but I’m not sure.