I've been single most of my life, and once I left shared houses a few years after uni, I've never lived with anyone, either.
Mostly, it's not something I think about much. I miss sex sometimes, and I'd quite like someone else to take the bins out and mow the lawn and do the vacuuming once in a while, but that's about it.
I did have a male colleague who lectured me on approaching 30 and needing to find someone if I wanted children. I always felt I was not the one who needed lecturing; it's all the men who weren't interested in me in that way who did. Then, about a year ago, an ex said he couldn't understand why I'd never met someone and settled down. This struck me as an odd comment from someone who found someone who wasn't me and settled down with her instead of me - which is a good thing now, because there are things about him now which would drive me insane, but in my early 20s, I would have walked over hot coals for him. But I did wonder why he thought other men should behave differently from him, if he wouldn't.
I know I don't always get invited to parties, because a single woman is seen as an awkward addition by some people. But these days, most parties are for toddlers rather than grown ups anyway.
A bloke at work recently expressed amazement and awe that I went on holiday on my own. This was a holiday to a Spanish city, and then a yoga holiday. It wasn't really anything amazing, but he'd only ever been on holiday with his parents, a group of lads or his girlfriend/wife. I pointed out that if I didn't go on holiday on my own, I'd never go anywhere, and I've travelled half the world on my own. I found it odd that he seemed to think it's so amazing that someone would go on holiday on their own. See also: cinema, theatre, ballet, opera, etc. It's not like you can talk to anyone during those anyway.
I think most people just don't bother mentioning it - I'm in my 40s, and I've nearly always been single, so people are used to it. I did feel tempted to murder my aunt last year, though, who was going on about my cousins (her offspring) having produced children, and especially her son, who is the only one carrying on the family name. It was very clear that I was not worthy of being a full member of society, having not produced children. I smiled sweetly and had a massive feminist rant with some other cousins later.