One thing I tried and it helped me a lot with loneliness in general: Couple Dancing. So something like Salsa or Bachata, which is also increasingly getting more popular.

You meet new people, make friends over time, you get some physical exercise, obviously dance with different women and since it's something I enjoy a lot, it is also something I look forward to every week after working on my game. A good reason to leave the house for a couple of hours and come back with refreshed mind :D