With private servers being free in some games, they don't need to be purchased. Players may wish to play in a game with only their friends, and no randoms.
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Then, the server can be seen on the servers tab. Players will spend the chosen amount of Robux and then can choose a name, users allowed and have access to a link to the private server, and if friends are allowed to join.
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If a developer has enabled private servers for their experience, then players can create private servers for their place.