Co-op pretty much doesn't work on LAN or online. The simple answer is because JJ2 wasn't meant to have Co-op played online or with LAN. However, you can use Project Controller 4 to skip to the next level when you reach the end. But this is only part of the solution since there's still the problem with the all of the clients in the server not being able to get killed, which can really take the challenge out of the game.