I don't think we can know 100% how a frog feels, but they aren't social animals in the wild (except at breeding time) and I don't think they really have the brain structure for bonding with others so it's a safe bet they don't feel lonely. However, if you have two frogs you get to have the fun of watching them sit on one another.

The rain chamber thing is true, they need special conditions since they have a rainy season in their own countries. I've heard of one owner who had frogs try to mate out of season, but nothing happened from that.