I imagine they mean something like in the context of young kids whose parents are too absent, so they play with Zoroark and its illusions as a replacement for the missing parental figures, or a Foster's Home type of situation where Zoroark would be the "imaginary friend" role through illusions for the lonely trainer. Unfortunate wording taken from "lonely" certainly gives this quite the double entendere, though.

Everyone's just thinking on how sad it seems and I'm just thinking of this.