Actually, the scene from Oldboy, pictured above (with YouTube link), goes a long way toward explaining a lot of it. Simply put: Doing it yourself makes you a hero. America itself (and bear with me, non-American readers) is founded in great part upon the idea that the individual can make a lasting change in the world simply by utilizing sheer strength of will. You too, lowly and downtrodden peon, can become President (unless, of course, you're foreign-born, according to the Constitution; sorry, Arnold). For the most part, our heroic literature and cinema abounds with tales of the One True Hero who will Make Things Right, from Beowulf to Neo.
In fact, cinema in particular venerates the singular hero: James Bond. Indiana Jones. Snake Plissken. John McClane. Connor MacLeod. Eastwood's The Man with No Name. John Rambo. Eric Draven. Jason Bourne. Oldboy's Dae-su. Ong Bak's Ting. Enter the Dragon's Lee. Once Upon a Time in China's (among many other films) Wong Fei Hung.
And even in those cases where it's ostensibly a group focus, there's still a lead: Robin Hood and His Merry Men. Buckaroo Banzai and the Hong Kong cavaliers. King Arthur and the Knights of the Round Table. Even amid a crowd of heroes, one stands tall. Of course, I'm not going to discount ensemble pieces like Ocean's Eleven, or ... uh ... Mystery Men (which I loved, but didn't strike that resonant chord with mainstream audiences), but if you think for a moment, chances are you love one character in particular in that group, or at least the movie becomes a celebration of the teamwork between unique individuals, and you're back to where we started with this. Going solo isn't just egotistic, it's historical.
That aside, perhaps it's the social aspect you enjoy, the feeling of cameraderie that can only come about when bonding with your fellows over a shared pursuit. True, this is a powerful force, and not to be lightly dismissed. But for me, being social means getting to know people, not their functions. In a pitched battle, everyone focuses on their roles and tasks: you might exist to draw agro, or to heal, or what have you -- that isn't you, that's your function. How much of the real you comes through in combat? Successful raids go by the numbers, by a carefully crafted plan that leaves no room for personality or self-ness. Sure, after a successful run, or even a wipe, there's a lot of chat back and forth -- about the game, not about you. For the good of the goal, you as a person cease to exist.
This is how the military does things, and there's a reason for that: it works. Not only does it allow commanding officers to focus on strategy, instead of worrying over each of his grunts by name, it often engenders a sense of personal sacrifice in the individual soldier. Stories abound of a comrade-in-arms throwing himself upon a live grenade to protect the rest of his unit. This is done for the Good of All, and while it is an act based upon the selflessness of a unique personality, it's the groupmind attitude that allows it to happen at all.
This is all to say that yes, there's a place for feeling part of a larger whole, but it's just not how I choose to spend my time with myself. Having been part of both scenarios, I prefer to lone wolf it. If being social is the reason to group, I've found much more satisfying, enriching ways to do it that don't involve killing things (not that there's anything wrong with that). It's nice to hear 'good job', but then again, it's a job.
As an aside, there is also a larger issue of trust here, and I won't sidestep that. At heart, I know exactly what I'm capable of, and what I'm not. I don't have those reassurances with a group, either a pick-up or an established team that I might decide to join. I don't know the leader well enough to know his choices are sound, and finding out that he's not competent is a lousy way to build faith in the idea of questing with others.
Now let's talk about time management. I have a full-time day job. At the end of my work day, I travel 40 minutes to get home, and as soon as I get there, I'm responsible for my toddler son. This is another full-time activity, ending only once he's asleep, and in many cases, not even then, as he's prone to waking up in the middle of the night for whatever reason, meaning he needs reassurance to get back to sleep. Before that, however, and after his bedtime, I have duties around the house to fulfil, which can take upwards of an hour to complete. After that, I try to write -- either for Massively, or previously, for Second Life Insider, or try to complete my novel. At best, I go to bed by 1 in the morning. At worst, 3 AM. How, in all this, can I possibly schedule a run with teammates? There's just not enough time in the day to do everything I want to do. On the off-chance I get a little extra time to play anything at all, the last thing I want is to be hampered by a scheduled session with cohorts, and that's if they even all show up. I'd much rather have the freedom and flexibility to drop in when I want, and play for as long as I want, without worrying over letting someone down or being annoyed at having to wait for someone else to show.
Finally, you might use the argument that the best reason of all to run with a group is because game designers have set things up that way. You can only get the best loot, advance the better storylines, see the entirety of the game world, by grouping. Unfortunately, that's an argument that eats itself. It's well within the designers' ability to engineer a quest track up to endgame that can be played solo. There's no reason to enforce grouping. And let's remember: I'm paying the same fee flying solo as I do playing with a group. There's no reason to limit what the soloist has access to.
Every life starts out as a solo endeavor. Even as a family member, you are alone in your mind and body. You may travel for a time with companions, but in the end, it's just you and the universe, and whatever comes next, you face it on your own. This is my philosophy, and it's how I play. And I always will.