The person who knows nobody may have left many people who knew them well.

Arriving somewhere as a stranger gets mistaken for being a person without connections. Someone standing at the edge of a room may have spent thirty years being recognized in another town, greeted by name in shops, known by families. What they feel is not shyness but the distance between those two facts.

When you meet somebody new to a place, ask about where they came from rather than only what brought them here. Let them describe the life that already exists. Being known once is easier to admit than being lonely now.