This certainly has happened to me. I have always loved my solitude and have felt independent and connected with a moderate to limited social contact; I haven't needed to be around people a whole lot, but have always enjoyed it when I have been with them. Now, since I've been depressed, I am almost agonizingly lonely, even though I'm not any more disconnected than I ever was. I think one of the ingredients in depression is feeling all alone. I don't know if your feelings of loneliness mean you're depressed; people can feel lonely without being depressed at all. But it seems too that severe loneliness can certainly bring one's mood down.