You’re relying on children to interpret social cues as if they’re an adult. They’re not mature enough for that. You have to be direct and tell them “no”, which can be done without being mean.

Try saying, “No thanks, I don’t want to do that. I’m playing solo tonight.” If you never want to play with them, just say, “Thanks for the invite, but I prefer to play solo.”

If they won’t accept “no” for an answer, use the in-game report features to report them for harassing you and/or block them. It will (hopefully) teach them a valuable lesson.