Supportive doesnt mean agree with, necessarily. If somebody feels bad about something, what is there to agree with? You can say, i understand why you would feel that way. Or, yeah that would make me feel lonely too, or whatever. That might open up a dialogue on the main feeling (lonely) rather than the person's "rightness" in feeling lonely. Whether you are right or wrong to feel lonely - ??? - you still FEEL lonely. Or whatever.