According to Scripture, we are "surrounded by such a great cloud of witnesses." Heb 12:1. And, we are all one Body in Christ Jesus, though many members. 1 Cor 12:27. There are other verses, too, but these both would seem to imply that community is important in the Christian life.
Now, if what your friend means when he or she says "everyone dies alone" is that everyone faces particular judgement for his or her own sins, and that God sends people to their eternal reward (whichever that may be) on an individual basis, that is true. However, I don't believe that your friend's statement expresses this concept very well. If what your friend means is that community is not important to the Christian life, Scripture itself seems to contradict this, as does tradition. Very few saints lived isolated lives, and these had charisms in the Early Church for living as hermits. Most of our great saints were part of religious communities, that is, communities focused on loving and serving God together, and helping one another grow in virtue. This is also one of the main purposes of marriage; husband and wife are supposed to temper one another and help one another grow in virtue, so that both can enter heaven.
Not everyone dies surrounded by their loved ones in a strict sense. Some people might physically die alone, in their house, on a mountain trail, whathaveyou. However, every Christian undeniably dies surrounded by the great cloud of witnesses mentioned in Hebrews, and only goes to heaven if they die as a part of the Body of Christ. Put another way, they must be grafted onto the Vine John 15. Even the words of Christ show us we are called to live together with our Christian brethren. One would be hard pressed to find Scripture that states we ought to live cut off from other Christians.