Loneliness is an emotional state, not a physical or social one. It's still possible to feel alone despite having all the friends in the world, y'know.
I haven't read the chapter, so I have no clue what triggers Medaka's loneliness specifically. I also have no reason to believe yet that Zenkichi's declarations of 'not letting Medaka be alone' actually mean anything, that he's realized something fundamental about her. But it's clear as all hell that if Nishio Ishin is portraying Medaka as alone, then it's at a deeper emotional level than simply having some childhood friend of habit or convenience.