Most Helpful Girl
Having a lot of friends/family doesn't mean you won't be lonely. That's because you feel lonely because of yourself. Either you aren't content with yourself or your family isn't connecting with you, but it stems from within. You need to see whether you are content with yourself and go from there.5
Most Helpful Guy
Because they don't really understand you? No matter what they aren't you, they can't be you, think what you think, see the way you see things, feel the way you feel or feel what you feel or the way you feel about things, people, places, etc.
Here's something relevant to why people feel lonely even when they're not alone: