It really is all fine. Don't feel ashamed. It shows character: you don't care about conventions. In line of what I wrote just now, it is actually more a sign of social inaptitude to go with a friend (you haven't seen or spoken to in a while).

I do get this with depression, which quickly causes agoraphobia or some mild delusions to resurface, but it is really nonsensical.

Being unconventional, just being yourself, is really a sign of strength. Severe depression for years has taught me that you can even appear stronger and more confident that way, even if you actually feel like you want to cease existing and are very fragile. Fooling people is really easy and can quickly become your natural. That shield gives you time to really (re)build confidence.