That you can be lonely in a crowd, maybe especially there, is readily observable. You can also be lonely with your oldest friends, or your family, even with the person you love most in the world. To be lonely is to be aware of an emptiness that takes more than people to fill. It is to sense that something is missing which you cannot name.
'By the waters of Babylon, there we sat down and wept, when we remembered Zion,' sings the Psalmist (137:1). Maybe in the end it is Zion that we're lonely for, the place we know best by longing for it, where at last we become who we are, where finally we find home.