My story's a little stranger-- one day I randomly got invited to a guild on one of my alts, a gnome mage. Just to see what the deal was, I accepted the invite, and the guy who invited me /gquit immediately, leaving me as the only person in the guild. For a few days, I thought it was funny, having a guild all to myself. But eventually I passed it on to another person, and I don't know what happened to it after that. I'd look it up on the Armory, but to tell the truth I don't even remember the name.
Have you ever started up or been a part of a micro- or sologuild? It can be a lonely experience, I'm sure, but being in a guild is a huge part of identity in the game, and people who do this (as I said, there are probably more than you think) are simply choosing their own identity rather than joining in with a big group. As a guy who likes bigger guilds, I'd think you're missing out on a lot by staying in a tiny guild or a guild with just yourself. But there are probably plenty of benefits to doing it as well.