Just as a random insight out of nowhere, but if bad things happen to good people, then might this be confirmation that we're good people?
Pretty random, yeah, and may or may not be true.
For a more serious, rational explanation... it is the way it is. For me, I'm finding that running away from others may have been a good defense mechanism towards my problems back when I was around 10 and my problems kind of hit an almost unbearable point. However, I never chose to go back to reality, continuing to (try to) escape from reality. Which I believe, led to the social anxiety I have today, as depression and the self-consciousness, especially regarding my social skills and negative view of personality, gradually came into play. Just a theory, though.