Whenever I go out alone, I encounter this question about 3-5 times per evening. My guess is, that that line is a mix of small talk and safety shit test...

I tried to be honest and say that I came alone, but I was always qualified (even openly in front of other people) as a creep.

I tried inventing things like "they should arrive any moment" and later "they decided not to come after all" or "I just said goodbye to my friend, but I decided to stay some more, maybe I will encounter other people I know".

What are your answers on a night out?