It just depends on your goals. For a lot of people, these kinds of activities are, on some level, a social catalyst. For those, it doesn't make sense to do many of them without the social part. But if you're simply interested in the event itself, you shouldn't feel any need to wait for others to participate.

I golf by myself routinely, and back when I went to the movies I would go by myself if it made sense. I wanted to do those things, regardless of who participated. I know many others, though, who would not say the same thing.