Personally, I don't judge anyone who does drugs alone. However, there are some drugs I'll do alone and others I won't, mostly because of the nature of the drug. Drugs I'll do alone are weed, kratom, nitrous, JWH, and occasionally a 5-meo-DALT trip. Drugs I almost always do with other people are alcohol, ecstasy, acid, MDAI, shrooms, salvia, and stims. When I do drugs alone, it's at night 99% of the time and I like being able to get to sleep. Also, drinking alone makes me feel kinda lame, and I feel that rolling alone would be a waste of money and brain cells, considering the point of it (to me) is to be in love with everyone you're with. I'd be afraid to do acid or shrooms alone, as talking about the experience with someone feels almost necessary to me.
Really, do what you feel like and don't worry about the stigma of it. Just be careful not to develop a habit you don't want. I'm alone on kratom as I write this.