You'll likely be just as lonely on Asura. You'll likely turn off yells after seeing the flood of people wanting to sell you them carrying you through content. It's... *** bad.
Then there is the problem with linkshells. I've been in a few and hardly anybody talks in the ones I'm in. I think it started with Homepoint/Survival Guide warps. Everyone is jumping around way too much to keep track of chat. People used to say "zone" in chat if they wanted to let people know they were gonna miss chat for a moment. I would be flooding chat with "zone. zone. zone. zone" with how much I jump around these days though.
Then there is the fact that anybody can basically solo 90% of the content in this game now. Nearly all content that remains that needs another actual human is time-gated so you need to find people to get on a schedule with to do things so they don't use up their entrance so they miss you or you miss them.
Maybe it's just me, but everyone seems to just play this game solo now. Trusts and the equipment we have now just make it all too easy.
If you're looking for social interaction the way it used to be 15~ years ago, that is all dead and gone.
Maybe you could find a linkshell that has people in it that you could befriend on Valefor without needing to change servers, but good luck.
If you have been gone a very long time, here is how you find new linkshells these days, but be warned. Many (most?) English abandoned low population servers to consolidate populations to a few servers so those players that remain on Valefor are likely Japanese; at least to my understanding. Check this link to find NPCs to get a new linkshell at (one pearl per game day).
https://www.bg-wiki.com/ffxi/Linkshell_Concierge
Oh, and if you've been gone a long time, the chat type /yell has replaced /shout. /yell is seen across pretty much any city, while /shout is just the zone you're in.
Good luck.
(Oh, and if you do want to change servers, the reduced fee discount to do that goes on sale on the 17th).