I'm in agreement that loneliness leads to depression which is the significant factor.

For most people loneliness leads to a sedentary lifestyle - and it is THAT which puts one at risk for health problems.

BUT, you live a very active and healthy lifestyle. You are thus I suggest less at risk - I would even say less at risk than those of good emotional health.

As for the loneliness itself I found ways to add people to my life, like volunteering and joining a support group. They give me something to look forward to and hence added some hope into my life.