Because humans are social beings, it's normal for them to become anxious when socially isolated though the level of distress varies. Those more self-sufficient or engrossed with work may feel less distress or even none for long periods. Until they do, perhaps while viewing a romantic movie or a couple arm-in-arm.
The function of anxiety is to warn of imminent danger. But, being intrinsic and primitive, it defines danger by what happened during a child's development when an inaccurate view of the world was held. Later, when an adult, perceived dangers may not be real and abilities are far greater than years before when this ego defense developed.
So when feeling anxious your first reaction should be to study the feeling. Ask yourself what was happening and what you were thinking and feeling when the anxiety began. The true reason for your distress and not the initial false conclusion may not become conscious quickly but will come, and this is the most productive behavior to follow.
Note: People also possess an instinctive reptilian warning of impending danger so when the danger is more likely to be real, as during a wartime situation or when being the potential victim of a crime, quick action not slow consideration is safest.