OP: The reason for the fear is obvious - we don't fit, we know we don't fit. That said if I go to a bar with friends I feel like I blend somewhat. When I took a trip out of town and crossed hemispheres of the world to go to Australia and New Zealand, I got to see a lot of cool things but - I was mostly in your spot, there with no one I knew and when I went to bars I got to have that wonderful feeling like I was that classic stereotypical creepy guy, there with no friends.
I get the impression that we feel that quickly, likely due to what we've been through and how people have categorized us all our lives. Its not a matter of what you socially do right or wrong though, its an animalistic thing to a large extent and its mostly nonverbal. Some days you can feel the world of yourself, go in to a bar, and have some great conversations with random groups of guys and meet girls from that point out. Other nights, you just know that you're not in the right place at the right time and you can get it immediately just by how you feel about yourself in that environment.
As for the girl waiting for her boyfriend to come - yes, that's awkward and yes, its a good thing that you did leave, not even that anything bad would have happened, just that you would have assuredly felt very out of place and uncomfortable, to add up that he'd probably be all over her from then on to remove any doubts that she's taken. F--- that.
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The loneliest part of life: it's not just that no one is on your cloud, few can even see your cloud.