I go alone a lot more than I go with someone else. Theatergoing can be expensive, both in money and in time. When I ask other people if they want to go, I worry about whether they are liking it and it can take me out of the moment. And as others have mentioned, it's much easier to get a great seat if you are going by yourself and you don't have to coordinate schedules. Regional theaters often have talkbacks or other special events that I want to attend, and so I'm often tied to a specific performance date.
I used to wonder how it looked to go by myself, until I realized that I had absolutely no idea if most of the other people in my row were there by themselves or with others. No one cares. And when I started looking at my fellow theatergoers, I realized an awful lot of people go to the theater by themselves, especially in New York where a lot of theatergoers are in town by themselves, whether for business or having fun. Maybe because I'm there by myself and thereby breaking up a pair, but I find it pretty common that one of my seat neighbors is also coming solo.
"What was the name of that cheese that I like?"
"you can't run away forever...but there's nothing wrong with getting a good head start"
"well I hope and I pray, that maybe someday, you'll walk in the room with my heart"