There's a very big difference in going out alone and talking to women alone.
The question is, why are you going out alone? Every man needs his alone time, but wouldn't you rather be a man who enjoys being around others?
It's not even that women are attracted to men who are friendly with others and have friends in many places-- because they are.
It's the whole idea of your person. It's good to make acquaintances and have friends. It makes you more round as a person.
Now, hitting on women alone is different. I don't like talking to women with my friends. They freak out. They can't believe some of the things I say and tend to bail-- or even worse they let out a gasp when I drop a line they could never see themselves saying to a woman.
But when I do talk to these women, I always have the ability to bring them back to people I know and make acquaintances. Women like this. Hell, people like this. This is why people go out, believe it or not: To meet others.
Run your game alone on women all you like, but it doesn't pay to be a hermit who's going to be alone all the time. Like I said, it's not even about attracting women-- because if you really wanted to, yes you could bring a woman back going out by yourself with no friends. It's about building yourself a fun person who people want to be around.