God's Word teaches us that from the very beginning it is by His design that He never intended mankind to be or do life alone.
You can check out the first several chapters of Genesis for instance where He didn't want Adam to be alone so He created Eve. Furthermore, Adam and Eve had a direct relationship with God as well because they, like all of us where create for relationship with Him and others.
Woven through out the Old and New Testament we see God placing an emphasis on relationships and specifically in the New Testament He exhorts us that we are a part of the body of Christ and we play a specific part in relationship with others.
While it may not always feel like it, we are truly better doing life together. And together, we are a part of something greater than ourselves.