Not an exploit perse but trying to get in on a dungeon that seems mostly complete gives you a higher chance of getting in on one that is already complete.

Also no, SE doesn't ban for 'no reason/little things', they ban people that'll exploit boss fight (any company would) and exploit dupe/money glitches, they wouldn't ban people for using a programmed feature ('Join Party in Progress') since all it does is give you an easy win but you miss out on Minions and Gear - It's a trade off not an exploit.