Tozer often preaches very insightfully about sanctification by discarding many superficial views that causes us to make Christianity fake and hypocritical. A man who is truly vexed by the sin of the world, and truly despised by it, can't help but feel lonely.
Jesus was a man of sorrow:
He was despised and rejected by mankind, a man of suffering, and familiar with pain. Like one from whom people hide their faces
he was despised, and we held him in low esteem. (NIV Isaiah 53:3)
Paul had sorrows from his faith:
I speak the truth in Christ—I am not lying, my conscience confirms it through the Holy Spirit— 2 I have great sorrow and unceasing anguish in my heart. (NIV Romans 9:1-2)
Jesus said that those who enter into mourning for sin, theirs and the world's would be blessed (in a happy state)
Blessed are those who mourn, for they will be comforted. (NIV Matthew 5:4)
These any many similar subjects about picking up our cross, counting the cost, suffering persecution, being lonely on account of it, mourning for sin, striving in prayer, etc. These can probably all be classified under sanctification and practical Christian practice or experience.
Tozer almost exclusively preaches and writes on this subject.