It’s this, the problem is that you’re doing a story mode while in group because of that your friend doesn’t get loot (its something the dev implement to avoid unintended farm). If you want to make your friend got loot as well, switch it to veteran mode.
Note: Veteran mode with 2 humans and 2 companions should be easy enough. Don't be concerned about "trinity". Your "easiest" format would be 2 DPS humans and 2 healer companions, but 2 DPS humans + dps comp + healer comp may be faster. (and it helps if at least one of the DPS is melee.