Toronto

That seems very close to the U.S.'s numbers. A 2018 study (pre-pandemic) put the U.S. at about 30% https://www.scienceofpeople.com/loneliness-statistics/ that site also has U.K. data.

The U.S. surgeon general also prepared a U.S. advisory/plan to deal with the health issues around being isolated. https://www.hhs.gov/about/news/2023/05/03/new-surgeon-general-advisory-raises-alarm-about-devastating-impact-epidemic-loneliness-isolation-united-states.html

The physical health consequences of poor or insufficient connection include a 29% increased risk of heart disease, a 32% increased risk of stroke, and a 50% increased risk of developing dementia for older adults. Additionally, lacking social connection increases risk of premature death by more than 60%.

I don't remember where I saw this : top things that makes people happy are physical exercises, some money and relationships. It seems that monitoring how lonely the people are is pretty damn important.

It could be that Toronto has factors that create loneliness. But it could also be that lonely people just end up in Toronto. Being the "default" city, a lot of migrant people will end up just passing through it, without having any particular roots to keep them tied to a place (ergo also social connections).