While I personally don't think it's a good idea, there are indeed situations where people choose to suffer in relationships, social or romantic, over the possibility of finding themselves alone.
And even though I myself do not fear being alone, I can see why the fear of being alone is a very dominant one within a lot of humanity.
You see, horror games and movies have you, the protagonist, on your own, in the darkness, within the depths of darkness or of any other symbol of unknowing, without anyone to get you covered, and without knowing, actually, what lies within that unknown, and whether you are or are not in an actual danger of fatal significance.
The beginning of Silent Hill 2 leave you, the player, to inevitably walk in the woods until you reach the ghost down, because there is no other way to get there and to proceed the game. Even if you came there by car, the road is blocked, leaving you with the sole option of getting there by foot.
Now, as you walk in the fog all by yourself, you might notice a disturbing noise of footsteps that are not yours, leaving you, the player that just got started, to wonder whether someone - or something - is following you in the midst of the fog.
As a lone traveler you have no way to figure out what are these outer sound of footsteps. You don’t have someone you trust to accompany you and protect you once there you would find yourself in a serious danger. You don’t know whether that footsteps are of a friendly or a hostile being.
Ultimately, you never get to see in-game what were these footsteps, and who made them. It was just a trick to get you scared, because if you were to walk in a group instead of your own, the sense of danger, caused by the footsteps, would be less scary, because the company of others add a sense of security to your general confidence, even if the company of others is abusive or at least very unkind to you.
Also, in the series of Friday the 13th, the classic horror movies, the killer does not take the entire group of his victims on altogether; they take one after another, until the numbers of the group diminishes and becomes more easy to eliminate, while the sense of horror only grows as the group weakens by its quantity.
When the killer reaches the final victim of the entire group, this is where most of the horror - and the action - is traditionally located in the movies, because when you have literarily no one to help you and the rest of your friends are dead and you’re all alone against a mysterious killer with no one to help you kill and/or evade them - the horror intensifies significantly, purely due to the fact that only one victim remains against a great unknown of a monster.
Hence why some if not many people may choose being in a relationship than in being alone. Even if there is no actual danger, there is still the fear of finding oneself in the depths of a powerful nihilism, once the cocoon of purposefulness, even if that cocoon hurts, is gone.
The fear from nihilism may overcome the desire to renounce a meaningful, yet very painful, relationship. This is because many people have yet to realize the importance of self-sufficiency; the importance of not depending your sense of self-worth on your status with others.