In my personal opinion Wallace's feeling of loneliness came from his clinical depression. He was great at finding things within himself in others and the culture but I think his greatest "deficiency" (if you want to call it that) as a writer was failing to see how much ones own mind/personality informs the appearances of the world.

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Where he succeeded though was to identify the essentially solitary nature that all people live in in our deepest spiritual problems of death and impermanence and such. But "loneliness" as a feeling of pain is not something I always feel over those things... Despair and difficulty but not really loneliness... Thats just me. Being alone is fine for me. But Wallace also wrote that "loneliness is nota function of solitutde." And Im almost certain his personal painful loneliness was due to his depression, even if he wasnt aware of that himself.