It is a shame that you and your friend didn't choose the same company. That being said, even without reading Dev posts or Letters from the Producer, the game does provide a box that pops up saying you can't change your company... and then asked...are you sure?.

I understand that this box doesn't explain that you can't do caravan missions together etc...and this is really what is bugging you. According to different Dev Posts on the plans and Ideas for Guild Companies down the road:
1. There will be joint missions between cities- these will grant bonuses or rewards if completed with a party with members from the cooperating Cities. (this IS something you and your friend can do together)
2.There will be competition mission against other cities (while you can't be in the same party as your friend, you can still have fun trying to be the better city)
3. Rewards will be evenly spread through each city in time. So maybe LL has the cool weapon you want now, but Grid will have a better one later

Lastly, currently, GC's are only a small aspect of game play. There are still LOTs of things you and your friend can do in the game together. Having stuff you can solo/do with other players isn't a bad thing. Maybe you'll both meet a Guild Company Friend or 5 that you enjoy as well and then you'll have a small posse to take all the baddies out with.

We are only seeing the bare bones of the Guild Company System right now. It has the potential to be really cool AND even more fun if your friends aren't in the same company as you. (Not all my friends are Adders with me) Maybe try doing other stuff duo and solo company stuff until they flesh out the whole company thing more