Not only a room, but a whole country. I was stationed in Germany in 1978-1979. Soon after I arrived, I went on a bus trip to Frankfurt from Heidelberg. Didn't speak the language or know money much. It was freezing cold. I went into a bakery and ordered hot tea and one pastry. I thought I had enough money. The waitress brought me the items and I paid what I thought was right. She spoke to me in German, and I didn't have a clue. I was thoroughly embarrassed and in pain since I didn't want to be there in the first place. I suffered culture shock very badly. I put all my money down and got up and left everything there and went back out into the freezing cold country--all alone.
The aloneness comes from being removed from friends and family for the most part. If friends and family are in the room and you feel alone, it could be because you are momentarily separated emotional. Real or imagined, you don't feel there's anyone you can reach out to. If alone and frightened, you may feel there's no escape. I believe this happens to most people at one time or another. A bride standing at the alter to be married in front of family and friends can feel alone at one of the most important moments in her life.