If someone asks you if you want to keep going, responding to them that you 'have to go' will tell them that you want to continue playing. 'I have to go' does not mean 'have to leave' in Japanese, unless you say where you have to go rather than forward. Instead of いかなきゃ you should say something else.
The reason you give and the detail that you provide is up to you and your relationship with the other player. Here are a few examples of phrases you can use which are polite enough but not overly specific.
Sorry I can't. すみません、これ以上できない。
I have plans. ちょっと用事があってね。
I shall retreat. 撤退/退却させていただきます。 or 撤退/退却いたします。
I have something else I need to do. 他にやらなきゃいけないことがあってね。
Sorry, have to 'go'. ごめん。バイバイしなきゃ。
Cap any of the above with 失礼します and you should be fine.
Asking if someone wants to continue farming/fighting, I would suggest the following:
Won't you go again? もう一回しませんか？
Won't you restart/retry? やり直しませんか？