It can be awkward because this person, presumably a friend, is right next to you; so if they really care about you, it hurts them not only that you are hurting this way but that you are lonely when they are with you. If they do not care, that's really the whole reason it is awkward. If my friend told me they were lonely when I was with them, it would make me feel not good enough and I might start feeling lonely too because my presence does not lessen their loneliness. But the fact is if I don't truly trust someone to much extent at all, I am lonely and I probably wouldn't tell this person what I'm feeling. However, if you specifically say that you feel lonely frequently but don't imply you are lonely even with your friend, I wouldn't feel awkward about it. I'd talk to you about if. So it really only is lonely if the other person doesn't really care or if you imply that you feel lonely even with them.
sometimes fear of rejection or label of "weak" prevents people to admit that but once this fear is overcomed person no longer feel lonely and derive strength from this opportunity to be entirely with oneself.
Because we see someone else's over availability as a form of weakness & apperently it's not attractive
Lonliness is the last taboo. If you're depressed you see a doctor, if you're stressed you chill out but if you're lonely there is no specific cure. People always assume you have friends and a family to prevent lonliness but for those of us who don't it can be a hard challenge to overcome.