I don't think I've ever really experienced 'loneliness'...at least, not in the way that other people do. Historically, I've preferred to be alone, because it was the only time I got a break from being reminded that I wasn't 'normal'.
Even now, I feel like that's still the case...I relax when I'm alone, whether it's 'alone in my room' alone or 'surrounded by strangers who don't expect me to talk to them' alone.
Nevertheless, I think I enjoy writing lonely characters, because it's an interesting sort of mental stress to me. There are so many reasons and so many ways to be lonely...and this is just my opinion, but as someone who is mostly solitary myself, I feel like I can give a more realistic perspective of lonely characters.
For instance, I don't do the "and then a random extravert decided to be their friend and all their problems magically disappeared!" plotline that's so weirdly common...I believe true friendship is much more complex than that, especially for people who have underlying mental, social, or emotional problems that they're still working on.
One well-meaning person can make a difference, sure, but the idea that they'll automatically make THE difference in that person's life is just oversimplified wishful thinking, IMO. Now that I think about it, that's something I ran into a lot as a kid...so many people approached me not out of a desire for friendship, but out of a desire to 'rescue the quiet kid' and bring me out of my shell...as if that would mean anything without a real relationship attached. ^^;; I could feel the Hallmark-movie insincerity oozing out of their pores; it was always an instant turn-off. Nowadays I just stonewall people like that, waiting to see how long it takes them to figure out that I'm a real person that they can actually get to know, if they're willing to take off the pity-glasses.
And on that note:
I think if someone genuinely believes that, then either (a) you're right, they've just never done/seen it, (b) they take their own friendships very lightly, maybe a little too lightly, or (c) they actually need someone there for them, and they're still in the middle of figuring out what exactly that means for their life...which I can understand. ^^; That's just one of the many flavors of loneliness: being taught (often from experience, possibly due to people like the ones I mentioned above...) that other people 'being there' won't really help you; they'll just offer you empty platitudes without making a real effort to understand you, before ultimately forgetting about you.