If I understand you correctly, I think you've got the wrong idea. Notice during a cutscene that it will say something to the effect of "5 out of 8 in your party have chosen to skip this cinematic." No, those 5 do not continue through the mission while the remaining 3 watch the cinematic. You only continue when (1) All 8 members have chosen "Skip," or (2) The cutscene is over. It will never separate party members like that. Everyone stays together. Unless it was some sort of glitch/bug, I have no clue where you got this idea. Hope this helps to clarify things a bit.
Sometimes, in missions such as Ice Caves of Sorrow, it is sort of necessary for everyone to skip, because at times, while in the cutscene, the Mursaat may come up and attack, and by the time it is finished, Evennia will be dead, thus bring the mission to an abrupt halt. So sometimes that may be the reason people scream "Skip!!!! Skip!!!!" before reaching the cinematic. Any further questions, just ask.