I always go alone. I really don't have any friends who are into theatre. So, my feelings are. If you don't have anyone to go with, why let that stop the fun you can have on your own. I don't feel this way with just theatre. I feel this way about concerts movies etc.
And, keep in mind. Even though you would enter the theatre yourself your not watching the show alone.
"If you try to shag my husband while I am still alive, I will shove the art of motorcycle maintenance up your rancid little Cu**. That's a good dear"
Tom Stoppard's Rock N Roll