Multiple scenes solution?

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I'm making a RPG game in which players can move freely between scenes (like Diablo 3 game).
As far as I know, the host client must be in the same scene with other clients.
So when the host switches to SceneA, all clients also switch to SceneA.
I want Player1 playing in SceneA, and Player2 playing in SceneB, separately.
I think of creating one host per scene (HostA for SceneA, HostB for SceneB). When players move to a scene, they will connect to corresponding host. Is this a good way to do?
What is the proper solution for this scenario?

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