Chrono Cross

The characters aren't in your party will miss out.

Well, if you're referring to characters like the previous set of characters and you're currently playing the new set that you obtained after transforming to Lynx, am I correct? Like how would Greco get those stat points that are being received by characters such as sprigg in my current party? Absolutely, they won't get those every bit of points. Instead, you would retrieve those previous set of characters with an adjusted stat parameters slightly higher than the last time you have them. That's just basically how it works. Let's just say, that's one thing you're not in control of. It may really be a big pain in the ass, imagine you have all 37 characters in one playthrough and it takes almost an hour leveling them up to earn points. So just concentrate on playing them each time you earn a star and I believe that's the best way.

characters will never get these bonuses automatically.

the best way is to go Bend of Time, soo you dont have to look for monster through a dungeon, just keep pressing the button in one of the pillars and fights will starting right away, there is also a Save crystal here to change the party.