How do you answer this?

In the last two days, Jessica has said several times that she wants to "be alone." "I never get to be alone," she says. Or, "Why don't I ever get to be alone?" What do you say to that? It's not like I can just leave her alone in the house. How does a 5 year old get to be really alone?

(I won't get into wondering why she wants to be alone. Maybe she just wants to be introspective.)