According to Osho, you cling to escaping aloneness because your conditioned mind misreads aloneness as loneliness and immediately seeks “the other” — sex, people, books, distractions — to drown self-remembering. Profound experiences return you to your center, which feels sad only due to this interpretation. Aloneness itself is ultimate freedom and richness. Drop the mind’s labels, taste aloneness directly, and the urge to escape dissolves.
You run away because you confuse being with yourself (aloneness) with missing someone (loneliness); see it as your free, full space and the fear fades.