Yes, we gamble alone especially with the rise of online casinos. There is no longer the need to meet other people and interact with them. But even before, gambling is a social activity. People play poker or mahjong with other people eventually leading to friendships. People meet fellow sports fans when betting in sports.
I guess you don't need to gamble alone all the time. If you've friends around and they're gamblers, you guys can meetup during weekends or occasionally for a hangout and gamble in the process. One of my major turn ons is predicting matches amongst my friends before we stake on them or combining funds to have a bigger staking power on games we predicted in group.
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Despite the benefits of just gambling alone, there is also the beauty of gambling with other people that is undeniable. In this context, do you still prefer gambling alone?
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I gamble alone when I'm alone and want to gamble, but for preference, I always want to gamble with my friends. It gives pure joy especially when done over some bottles of beer