Feeling alone in a crowd is mostly caused by having a low self-esteem or a bit of paranoia, it's mostly simple depression though. When surrounded by strangers, many people activate their social shields and deflect, mostly out of fear. Fear of social rejection, the "everyone hates me / I look like shit" scenario, or the ego burst, the "feh, so many idiots, brainwashed zombies, just walking around like rats in a maze".
Being alone on the internet is just an extension of that. Nothing to worry about. Totally normal thing.