You get hurt very badly when you love and then lose. However, you know what love really is and you can actively seek out further lovers - so it's not all bad.
If you don't love then you yeah you don't feel so hurt because you don't know what losing love is like, but you also don't get the highs of love which you can chase.
Before I had my first girlfriend I thought I was fine on my own and didn't need a relationship. I started going out with her, started to fall in love but then we broke up (She drunkenly slept with her ex) and after that I was really hurt. Now I see her with a new boyfriend and that hurts, but it spurs me on to find a new love for myself rather than hiding away not wanting to be hurt again.