I'm one of those people without friends. I'm actually pretty ok with it. Sometimes I wish I had some friends, but honestly, it's not a burning desire. My DH is my best friend and we both work at home, so we are around each other a lot.
When I was 12, I was very lonely. I had moved to a new place, and felt very odd. Being 12 didn't help, it can be such a rough age! I made a pathetic attempt at suicide, but really it was a cry for help. My Mom took me to counseling. The counselor suggested that I was an:
"Extrovert trapped in an Introvert's body."

That label has haunted me for a long time. I think it was very damaging. It was almost like the counselor was saying that being an introvert was a bad thing. Because that introvert was "trapping" the true person, the extrovert, and not allowing them to come out and shine. I felt for a long time that I needed to be more outgoing, and tried to force it. I became a cheerleader, and tried to make friends, but never with much luck.
I finally came to the place where I just accepted myself as a nice, introverted person. I think introverted people can have deep relationships with people. I do with my DH. I just don't have the need to have many friends. But I definitely do need at least one very good friend! I think we all do.