That is how I am playing it. It’s how I approach all of these games – solo through the story once, slowly, so I can stop and smell the roses (and then kill those roses, take their stuff and look for more). Once I hit endgame, it’s time to group up for more challenging content.
It’s working so far in TD2. Eventually, I may hit my Russian Consulate, a notoriously tough mission to solo in the first game, but this appears to be fairly solo-friendly. At least, through level 13 it is :)