I think the tricky thing for implementing something like this is how duties work in XIV. With WoW you can actually queue up for new dungeons while still in the last one after finishing it because they function a bit more like normal areas. Allowing us to select and queue for new duties while still in one might be either extremely difficult or impossible in XIV.

It might be possible to at least allow us to have the party stay formed after leaving. You could have a thing to select and party members get a pop up asking if they'd like to stay in the party after leaving the duty. That would at least help with moments where a party was nice and you, for example, want to do more roulettes with that group.

Sure you can do that with contacts but if possible, that would ease the process and would be a bit of extra quality of life.