Well, kind of. Rose he lost due to extenuating circumstances, Donna didn't really have a choice in the matter and Martha was the only one who actually chose to leave. Both Rose and Donna expressed a desire to travel with him forever, and the matter of their leaving wasn't of their own free will (for the most part), and that's just counting the main companions. It's a bit of the latter, I suppose- if basically a majority of people you've liked, loved, respected, gotten along with, etc. and etc. have died, killed, removed or otherwise positioned in a point where the relationship is now null, then in a way, you're the only thing that's still around that remembers those relationships, so to speak. So yeah, it's a bit of keeping himself, but in context for the relationships that he had, if that makes any sense at all.