Sometimes I just want to play a game without making a social effort. When I am in this kind of mood I don't mind playing with other people it's just that I don't always have the energy to talk to them. Usually it is just tiredness but there can also be more pressing reasons like not wanting your wife / girlfriend /boss to know you are goofing off in a game when you are supposed to be working.
Unfortunately in today's gaming world with guilds and clans and friends lists from services like Steam and Xfire we are bombarded with connectivity. This is great when you are in the mood for it but it can be a pain in the neck if you are in a less sociable frame of mind.
Every time you log into a game even a single player game, your activities are trumpeted to to all of your on-line acquaintances. I suppose you could say something like: "Hi Mary I see that you are doing sink hole dungeon and I am also doing sinkhole dungeon but I am not up to chat right now so I want to stay on my own OK?" but that is the sort of thing you can only get away with with really close friends and even then you need to be careful.
For this reason I believe that every online game and every online gaming community should have an anonymous mode that allows you to log in and play without being announced to your friends. Steam apparently has such a function in that you can switch your friends list offline but some users are reporting that it doesn't always work: http://forums.steampowered.com/forums/showthread.php?t=758423