Everyone who kills things "hogs EXP". You can't hold that against him just because he leaves.
Besides, there is no such thing as that in this game anyway.
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There is one question though. What happens if you actually get him killled on purpose in the chapter that he is playable in? And when you actually use him in that chapter...does he get to keep the EXP that he gained from the main story into the CC?
And using Orson isn't recommended, at all. He destorys easy EXP.
When Orson dies in that chapter he just retreats, no he dosen't get the exp he got from chapter 5 to Creature Campaign, and Juna fruit lowers level of a unit by one when used.