I don't know if they have removed that bug, but if the host loads a savefile, and then saves, all players that was not online during that save, gets taken away from the savefile (stats, shop stuffs, deaths and so on), but as long as you just join instantly I think there should be no problem.
Btw, I might have some information wrong as of that it is my friend that hosts due to that my router for some reason wont allow hammerwatch (might be the same as with hosting minecraft servers).
Edit: Also, if the savefile thing happens, due to that the entire playerfile is removed you pick a new class with the basic color, wich can result in two players having the same color (kinda fun imo).