I LOVE going alone!
The first few years I went out by myself. I did camp near the woman who told me about Burning Man, but I was camping solo.
The last few years I've been going with my boyfriend (who I met at Burning Man!) in his RV and camping with his group of friends.
They are wonderful, quirky people and it IS convenient having a larger camp set-up with a kitchen, etc., and a RV to sleep in with all attendant luxuries...
However. I truly miss going alone!
It's sometimes annoying to me to be nagged by my camp mates (who ARE wonderful) that I'm not spending enough time hanging out in the "living room". I tend to get bored sitting around for hours staring at people going by on the street. The conversations in the heat of the day with camp mates who are frequently not sober are not always the most stimulating and I've found myself resenting the expectation that I should sit there and socialize more when I want to be DOING SOMETHING! Or quietly recharging so I can go DO SOMETHING! :D
I've politely set my boundaries and I believe they think I'm a bit eccentric (rofl if that's possible at BM) for not wanting to hang out there with everyone.
Long story short (I'm rambling) it can be VERY nice to go solo. Your time is completely your own, you can go where you want, when you want and fully enjoy Burning Man in YOUR way without other people's expectations hanging you up. And you won't be lonely, lol, trust me. If you talk to folks you will likely meet plenty of new friends and find people to hang with. :)
You're always welcome to come visit my camp if you need to connect with someone! Feel free to PM me. :)