Sociopaths are not inhibited by the notion that it's wrong to be addicted, or wrong to buy illegal drugs. Also, drinking or taking drugs can be a lot of fun, and even if it's not, it can dull that painful boredom for a while. So can certain other things, like taking risks, and particularly if you take a risk-averse person and you can manipulate him or her into taking risks, that's really fun.
When you were a child, where boredom could actually get to be painful. Sociopaths experience that kind of pain in boredom. And so to be alone, to have nobody to play the game with, can be painful. It's not exactly fear, it's a kind of pain.
Sociopaths are not afraid of very much, except for physical harm and dying - really primitive, basic kinds of fears. The problem with being alone for a sociopath is boredom.