Here's my reasons why I generally prefer multiplayer. Note that I've played a lot of singleplayer games.
Stories in singleplayer games fucking suck. Even the best of the best are okay at best. If I want a good story, I'll read a book.
Singleplayer games tend to be long for the sake of being long. Story/etc is just drip fed over 20-100 hours. It's just the same gameplay repeated over and over. Singleplayer shooters are the worst of this - it's just "heres some more bad guys to shoot, oh heres some more, heres a tiny sprinkle of story, heres some more bad guys. My favourite single player games are short ones; Firewatch, Portal, etc. I've never played a game over 20 hours long where I thought, "I'm glad that game was that long". I've enjoyed some long games, like Breath of the Wild, Divinity Original Sin 2, etc, but I think they would've been much better if they were more concise.
I find singleplayer games to be a bit lonely and dull. Immersive is possibly the last word I'd use to describe them. They're just full of robot feeling NPCs. I'd rather interact with humans for a more dynamic experience.
Difficulty/combat in singleplayer games is all artificial and boring. Something difficult like Dark Souls is just tedious, and requires you to learn boring boss patterns and exploit them. Witcher 3 combat is dogshit. FPS enemies are dogshit. Difficulty in multiplayer games is infinitely more interesting, because you're playing against a human, and there's mind games, tactics, skill, funny moments, etc. It's kind of like playing tennis against a computer, vs playing with a friend. I know that sounds a little farfetched, but every game mechanic is essentially just a little minigame in itself - like tennis. Whether it's shooting a bad guy, jumping on platforms, etc. You know what's better than platforming? Platforming that requires team work with a human. Having another human involved adds INFINITE complexity, and an experience that singleplayer can never offer.
I agree that playing with your friends in person is better, but playing online is 2nd best. Singleplayer is just playing alone, "Oh i can't be on a couch with my friends, then i wont play with them at all!" makes no sense.
It honestly sounds to me like you haven't played many multiplayer games with your friends.