I want to go out alone (i'm 22), but my parents don't want to. Is it really a problem if I go out by myself?

I live in my parents house still because i'm finishing my master degree. I already have one in biology, i'm just taking this extra one to become a nutritionist. I didn't get to work yet because i have still a good amount of exams to take and i don't learn quite fast. I still need my free time outside the house but the issue is my parents want me to go with them all the time. Sometimes i just don't go but if i want to go somewhere they always ask me if i go with someone and call me very often. One time i was with my cousin and my mother called me several times and was worried because i didn't respond while she was literaly with my aunt (my cousin's mother, the same cousin i was hanging out with)

I want to go out alone (i'm 22), but my parents don't want to. Is it really a problem if I go out by myself?
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