No matter how good or how strong a relationship may be, it makes sense that at times you want your own space and privacy, and have some YOU time. This provides a good balance with the relationship and keeps you emotionally invested in the connection.
If you are actually wanting to feel lonely, as opposed to having some alone time, you need to ask yourself why. What has triggered this need to feel lonely? Perhaps something from your past is sitting residual within you and for some reason has raised to the surface at this particular time.
Most people will tell you being lonely is not fun so do you actually want that feeling or are you simply looking for some solitude, away from your girlfriend? An important question you need to ask in a quiet moment.