Well... as we are so often told... human beings are social animals. So it's just natural for us to want to be social. Some of us, though, have had experiences in our lives that make us prefer to be alone. In most cases, though, I believe the natural instinct to want to be around other people persists even while we continue to stay by ourselves. At least that is the way it has been for me. I live a pretty thoroughly reclusive lifestyle. But I still feel that urge to get out & be around other people. In my case, I simply choose not to.
I don't know as there are any particular suggestions I can offer you with regard to this. Personally I think you may simply have to get out there & be social even if doing so makes the experience not fun. Perhaps, over time, doing so will help to make the experience more enjoyable. Here's a link to an article, from PC's archives, that offers suggestions for socializing when you have social anxiety:
9 Socialization Tips for People with Social Anxiety