I a male but I’ve been to three comedy shows alone this year.
my last comedy show had a guy get mad at the comic for making fun of his GFs big chest. He threw something at the comic and his whole group was quickly booted out . But he was in the front row. Comics normally don’t interact with people in the back unless you heckle them.
None of my local friends share my taste in movies and being the unmarried and childless one of the group, with a weird work schedule on top of it, even when a friend wants to go to a show, our schedules rarely line up. So I go to a lot of movies, concerts, comedy shows, etc on my own. I love it. I have dinner somewhere I want to go, get to enjoy the show without worrying if my companion is having a good time at the event I dragged them to, and can take the time after (in the case of the museum or film) to reflect on the experience. And if I’m feeling chatty, it’s easy to make buddies with the people next to me!