Here are some good high quality surveys:
https://pmc.ncbi.nlm.nih.gov/articles/PMC5547349/
https://ourworldindata.org/lonely-not-alone
But frankly I wasn't kidding when I said every quality survey shows this.
If you have ever seen an article suggesting that loneliness is higher in the West or in capitalist economies or whatever, you have been 100% misled. That is essentially just a made up narrative that plays well in articles
Those surveys are both about how elderly people in the Nordic countries report being less lonely than those in Mediterranean countries. They discuss things like whether extended families live together, but don’t really touch on people’s social lives more broadly. I’m not sure that you can draw a sweeping generalization from this that wealthier countries prefer less socialization.