When your boyfriend said "I'm lonely", what does it mean?

I was having a nice conversation with my boyfriend and suddenly he said to me "I'm lonely, I'm Mr. lonely". I didn't understand why he said that. I thought about it a few days and I thought maybe he was not happy with me or the relationship we had is not what he was looking for. Anybody can help me with this? Was he trying to hint me something? thanks.
When your boyfriend said "I'm lonely", what does it mean?
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