You have to balance the risk of pain with the possibility of joy. It is certainly possible to live a life cut of from others where you never have to worry about losing anybody, but you lose the joy that comes from those same connections. While it's true that the closer the connection, the greater the chance of pain, it is also true that they are also greater sources of joy.

Having gone through more than one multi-year depression, I can appreciate you wanting to avoid that. Just don't avoid living and loving to do so.