I don't think it's stupid to dive alone. I think it's stupid to dive alone if you don't understand the risks you're taking, and I don't think most people can really understand the risks they're taking until they have a lot of experience.
And if your diving alone puts other people at risk, including the people who might feel a responsibility to come after you (or your body) when you've screwed up, but especially including the spouse or children you might be leaving behind, I'm pretty much back to thinking that's stupid, or at least very selfish. But maybe that's another subject.
Otherwise, I don't think solo diving is any more objectionable than solo mountain climbing, and there is a long tradition of solo climbing. In both sports, there are a lot of ways to get into trouble, and if you are giving up one of the ways to get out of trouble (a competent partner and all of the things that other person can do that you might not be able to do for yourself), you have a special responsibility to avoid doing the things that can get you into trouble in the first place. I think people who won't or can't exercise that much discipline and restraint are stupid.
I started out skin diving alone in Mexico because I was working on a project that I had planned to make the subject of my graduate studies, and there wasn't much of an alternative to diving alone. When I got certified, I dove alone with SCUBA occasionally because I wanted to continue diving in places where I didn't have anybody to go with me. I came close to drowning once, as a result of hypothermia (getting too focused on the pretty little seashells and trying to tough out the cold), and by the time I realized I was in trouble the self-rescue that should have been very easy turned out to be very hard.
The lesson I learned was that the same things that cause the physical problem(s) can also make you stupid, and the stupidity sneaks up on you. Dehydration, cold, excitement, lots of things can impair your judgment. If you aren't stupid when you start out to dive alone, it's always possible to get stupid after you're in the water, and I think it takes a lot of experience to see it coming before it gets you.