I usually gamble alone because I believe that when you gamble by yourself, you are only responsible for your own actions. This way, you avoid the regret that comes from taking advice from friends, which could lead to defeat and blaming them, or from giving advice that causes your friends to lose.
Moreover, I am not the type of person who enjoys discussing gambling-related matters with friends, as there have been many cases where friendships were ruined over money and gambling issues. I simply want to avoid such situations happening to me.