In The Return of the Native we get frequent images of people walking alone. And while they're alone, they are generally silent and are often swallowed up by the heath. The entire world of this novel is a very lonely one. It is both isolated and isolating. We get a strong sense of distance from the outside world, thanks to the real, living presence of history on the heath and the antiquated customs and ideas of the heath residents. But isolation impacts characters on a highly individual level as well. Isolation is a root source of emotional turmoil (especially for folks like Eustacia) and of very modern ennui, or dissatisfaction and sadness.
Despite her depression, Eustacia at times likes and values her isolation since being alone is a way for her to be independent.
In the original ending of the novel, Hardy wrote that Diggory remained a loner for the rest of his life, which is more consistent with his character and with the novel's overall themes.