I think, if the writers have vision, that could be the reason for Lex's loneliness. To gain our sympathy. It makes the entire degradation of their friendship even more epic; Greek tragedy on crack. :)

Alternatively, every time Lex has had a cohort or some kind of assistant they've managed to turn on him. It might be a simple case of self-preservation on top of "If I want things done I've got to do it myself", and the closer her keep things to the heart the less likely for the "aliens" finding out about his counter measures.

Just a thought.

But if our Lex wasn't exactly the way he is, I highly doubt we'd be as addicted. To both of them. Because these two are just too tragic.