I'm don't think I have an answer for this. I asked my SO and he said he thinks women often feel more lonely, not because of the amount of friends, but because issues girls and women face are looked down upon when spoken about, such as periods, pregnancy terminations, miscarriages, sexual and physical abuse, the hard-hitting difficulties of parenting (like being a mother to someone who is extremely autistic as an example) etc... Most of those are especially hushed subjects that people don't like listening to or talking about, and feeling misunderstood is a form of loneliness. This resonates with me as I often feel misunderstood and believe it is the reason for my loneliness, however I don't really have an opinion about which gender is more lonely. I don't see it as important, only as fuel for further resentment which only makes more people more lonely.