I think it would be interesting to see some unique PvE challenges that require multi-player parties. For example, having three separate players control an individual character and perform a single map encounter of above-average difficulty (such as defeating a boss). Initiative rolls could be incorporated to handle multi-player turns and rewards could be handled similarly to how multi-player matches are already handled (regular/gold chest progression with each victory or perhaps as a daily reward). I would imagine these challenges would have to differ from regular SP campaigns because of the lack of control over party building each player has and expecting each player to fully dedicate themselves to 3 or 4 maps might result in disconnects/afk's.
Multi-PVE or a CO-OP mode are very popular ideas (and something the devs have express they want to add to the game at some point) - sadly there's no way for the game to currently allow more than 2 people (persons or AI) to play versus each other. There's been some early experimental work done by Farbs, but for now it's probably not coming any time soon.