It could mean one or many different things or any combination thereof. Maybe that one is repugnant, physically, mentally, or socially – or that one, not actually repugnant, may feel so … as an accident of fate or instilled as a psychological program by whatever authority may have had influence.
A human being may do it alone because his or her vision is not known or has not been shared or may be perceived as inherently flawed.
Persons may proceed on they mission alone if it is judged too risky, difficult, or dangerous.
Others may be alone if they are imprisoned or exiled, whether rightly or wrongly.
Or one may proceed alone if involving others would curtail they freedom, theirs or the others.
Or it may just seem like the right thing at that moment.