I totally agree with SM. I spoke about this not too long ago in this thread.
Alone time may be nice to have here and there, but alone time usually isn't beneficial in this situation and it doesn't help problems such as SA.
This is a case where many guys on here, including me, have a fear of speaking and even being intimately involved with a woman. Sitting on my butt at home and working on myself isn't going to get me anywhere. In fact, it will make me worse if I do it enough because it's avoiding a fear, and as we know, the more we avoid fears, the more fearful we become of that fear.
Tell me, what is being gained by isolating oneself from society? It's like SM says, exposure therapy is the way to go. "Working on oneself" by theirself is just an excuse to avoid people more. I mean how does one even work on themself anyway? Do you work yourself up into a frenzy in your room something? All that will be accomplished is too much thinking, more tv watching, or reading a book or something....all things that won't have near the positive impact that getting out there and meeting people will.
You see, i know this stuff because I'm guilty of working on myself by myself and realized that it wasn't getting me anywhere. We need approval from other people, that's part of having approval of yourself. It's how we are as humans. It's why we need personal relationships to be healthy. You won't get many personal relationships if you never challenge your fears and never step out of the house. I've learned that firsthand.
Look at what's happened with SM. He challenged his fears and now he's feeling good about himself. He's a good example. It's something that never would have happened by "working on himself" at home alone.