"We don't want to join you " would be possible (as a rather abrupt refusal), but "We don't want to join" doesn't fit. That sounds as if you are talking about joining a club, organisation, etc.
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LcchangI checked the question again, and there's only one word "join" without "us". How weirdIt's not weird if (B) is not intended to be correct.
LcchangSo you are suggesting that answer (B) sounds either abrupt or like not joining a club.No, that's not what I said.
LcchangI really can't