I am usually more lonely/aware of loneliness when I'm depressed, like right now. I have a wife and kids, and they are amazing, but they can't take that lonely feeling away. Part of it is that I'm pretty much by myself at work all day with a little interaction with my co-workers throughout the day. Part of it is because I'm an introvert, have few good friends, and have had all of said friends move away in the past year.
I think there is also the loneliness of not having anyone around me who really gets what I struggle with having this illness.