I do often find that being off on your own is often a lot more enjoyable than having company, especially if you just want to go off and do something that you like instead of worrying about what other people want to do. However, given our existing social norms it's impossible to shake the feeling that you're being a weird loser and that people around you are all silently judging you for it, mainly because whenever I see someone out alone I can't help but feel a little sorry for them. I do kind of wish things didn't have to be like this though, because the way our society is currently set up you are almost forced to make friends and spend time with lots of people you really don't like just to have a normal life, because there are so many basic activities like going out to dinner or watching a movie that you are expected to do with company and just feel awkward to do alone.