Right now, the CM is really not party-friendly. You either get cubes for all of the party or nothing at all.
In my opinion, everyone should be able to quit on his own behalf at the end of a certain level without having to suffer the consequences of the rest of the party choosing to enter CM stage 6 or 7 even if the party composition/equipment level isn’t good enough to beat it, leaving you without any cubes.
That’s why I suggest a personal dropout option where you can choose to end the challenge after each stage, rewarding you with the number of cubes equal to the number of stages played so you’re not drawn into the higher stages your character is unable to clear/survive/whatsoever.
At the very least, there should be such an option after stage 5, since the difficulty curve rises sharply from stage 6 onwards.