One day Vanitas would like to know what it's like to actually be alone. While yes, he is referring to the Unversed, it's not the only thing. He can always feel Ventus and, in a smaller part, Sora. That's a bit more difficult now that Ventus isn't resting within Sora, but if Vanitas really focuses...

"Hang out isn't the word I'd use. I'm fine the way that things are."