I'll speak from my own experience and not one of study or professional recommendation.

No matter how much I got out and about each day and night, I'd still feel 'alone' when I was home alone. I ended up developing panic attacks out of nowhere that got pretty rough for a while. In short, I felt like I was going crazy.

The only thing that helped was going back out and finding someone else. The process sucks, especially as you get older, but all my anxiety and panic attacks disappeared.

So I guess that's to say, it's possible some people just don't handle being alone well no matter what they try, as I've found with myself. I guess it makes some sense, humans are social creatures.