From what the story makes clear, Gojo is the strongest, and that brings loneliness because he is isolated. However, this creates a major paradox.

Gojo is so powerful that he could simply leave the jujutsu world, and no one would be able to stop him.

He is probably the second strongest sorcerer in history. 

Who would stop him from just walking away and abandoning everything?

If staying in that world makes him a lonely man because of his strength, then why didn’t he just leave? No one could stop him.

He could move to another country where there is no cursed energy, marry an ordinary woman who knows nothing about the jujutsu world, and simply build a happy family. That way, he wouldn’t be lonely anymore.

Again, he is probably the second strongest sorcerer in history. Who would stop him from just leaving?

Do you see how his loneliness doesn’t make sense and creates a paradox?

If people know about his strength and that’s what makes him lonely, then why couldn’t he go to another country, marry a woman who is completely unaware of everything and has no idea how powerful he is. 

in other words, someone who doesn’t know he’s the strongest, so he wouldn’t be lonely in this new life? Why didn’t he do that instead of continuing to suffer in such a terrible environment? Again, he is the strongest, who would be able to stop him?

Gojo’s loneliness is poorly written and creates a paradox. "If he suffers because he is the strongest, then precisely because he is the strongest, shouldn’t he be able to escape that suffering?"