This passage from the rulesheet should make it clear
If multiple players complete their current quest card during the same phase, they join quests starting with the First Player and proceeding clockwise around the table. If there is no player to join, then players must continue to stage 5.
When it said, proceeding clockwise, it means the decision of whom to join is taken by the first player first, resolve the joining process, and then continue clockwise. Not that players must join the next clockwise player.