> "While many people feel it"
There's a useful distinction to be made between lonely and just being alone. Alone is the state of not having anyone else close to you in that moment, lonely is a negative emotion that comes from being alone.
It's quite possible to enjoy being alone, I know I do, my mind is much freer to wander, and I sure I'm not the only person that feels this way. As Byron put it...
"There is a pleasure in the pathless woods,
There is a rapture on the lonely shore,
There is society, where none intrudes,
By the deep sea, and music in its roar:
I love not man the less, but Nature more"
There's also a style of alone that can be very enjoyable, which isn't so widely commented on, and that's to be part of the hustle and bustle of a big city, with lots of human activity around you, but where you're only involved as a passive observer. Buses are good for getting in this state, as is exploring a city by foot (even better in a country where you don't speak the language), but really it's a mindset that's available anytime.