No one should be lonely. People are everywhere. Why are we lonely? Sometimes we miss a particular person. Sometimes we may be surrounded by people we have nothing in common with. Other times, there really are no people around.
The Internet helps relieve lonliness by giving us easier access to people we relate to, but often that isn't enough. Human interaction is very different than IRC, Email, or instant messaging. Even talking on the telephone isn't the same thing as actually being with a person.
Then there is the desire for physical contact. A touch. A hug. A kiss.
After being lonely for a while, people often forget they are lonely. That's what I did. That's why I was depressed for many years without knowing why.