From 'lone' (shortened from 'alone,' from 'all one') + '-ly' — triply emphasizing the state of being solitary.
Sad because one has no friends or company; solitary.
From 'lone' + '-ly.' 'Lone' itself is a shortening of 'alone,' which is from 'all one' — entirely by oneself. Lonely is thus 'all-one-ly.' Key roots: āna (Old English: "one, only").