It's a mixed bag.
Take a look at homeless people for example. Bet you they feel lonely all the time. How do you feel about them? Society understands partially what they feel, providing them with shelter, food, and spare change. The other part thinks they could pull themselves together with just a little motivation.
Lonely is more of a feeling rather than a word to describe someone. It is understood by others that this is one's choice. Choosing to befriend a lonely person brings all of that person's burden with it, atop the burden of one's own life situation. To make friends, you have to be one. To find love, you need to have the capacity for it.
Everyone goes through similar emotional experiences, and we were created to empathize. It's all a matter of whether one is willing to act on it, or remain ignorant.