Who said that just because you don't have a social life you must be miserable or depressed?
There are plenty of people who are ok with or even enjoy being alone, and really don't like to socialize much if at all.
Well it depends on how one defines social life. But historically a lone human is a dead human. Depression does have an evolutionary advantage in that you are less likely to approach potentially violent strangers. The lowered energy levels make you sleep longer and reduces your visibility. The misery is probably just a motivating force so that you seek out your tribe.
Happy loners tend to have few friends/colleagues/family they talk with. That is not nearly the same as no social life at all.
As a loner, I will say that.
Worked out perfectly for a while but crushed me eventually.
Not a path I want to go through ever again.
Some people might be cut out to be hermits, I am not.