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I think that you might be able to make reference to some of the data available here on enotes. The link below can help further some study on the topic. Loneliness has been linked to anxiety, heart disease, and emotional problems. There is little to indicate why people would actively choose this. The allure of it is missing. I would also argue a simple change in terms, again available on the enotes reference page. If people choose to be apart from others, they are no longer lonely. They are alone. It seems difficult to see anyone as choosing to be lonely because the state or condition of being is one whereby individuals are not making the direct choice of being on their own. Rather, it is one forced upon them and this feeling of helplessness is where the health problems arise. The "choosing" element makes it solitude or being alone, and not lonely. I think that these two points can start your assertion that people do not choose to be lonely.
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