It is important to make a distinction between close friends and people you don't know. Also, being alone may feel good but it is not a lasting solution as ultimately humans evolved as social creatures, and you can't rationalize that away.

Try spending e.g. a weekend or a week with close friends or family (if you have a good relationship with them), and see what it does for your anxiety.

The important thing is having a balance. Never being comfortable alone can be an issue just as spending all of your time alone can be.