There is a definate distinction between games like Vampire: the Masquerade and games like Dungeons & Dragons, in that the former is much more fogiving of 'loose' parties where everyone wanders off much of the time to do their own thing, whereas D&D very much has the "don't split the party" mentality.
I think the key difference is that Vampire games tend to be restricted to a relatively small setting. Generally, characters confine themselves to a single city, with only the occasional journey elsewhere. Even within the city, there will be a fairly small number of locations that get reused over and over, plus quite afew 'throwaway' locations, that tend to be fairly generic in nature. So, the GM has relatively little preparation work to do, as far as locations are concerned. Additionally, modern communications mean that PCs are rarely out of contact with one another.
By contrast, D&D (and Exalted, and other similar games) feature fairly large settings, with characters able to travel where they will. Moreover, when characters seperate, they are genuinely out of contact for the majority of the time. This means that a party that splits for a long time will, effectively, be part of two completely distinct campaigns, at least until they re-unite.
Neither style is inherently better than the other, except that 'loose' parties work well wth a small number of players, while they don't work at all with large groups. You can't for instance, run the 'classic' Vampire chronicle with more than about 4 players, whereas D&D is fine with as many as 6.
As regards the particular situation in question, when introducing a new character to an ongoing game, you have to build one that fits the current play style. So, if the game has a 'tight' party, you need to bring in a character with some motivation to join the group. If the game has a 'loose' party structure, you need to have some idea of where he's going to fit in to the ongoing plots.
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