It's like the feeling, in a way, of being alone in a crowd. That alienation in The Scream, in some Hopper paintings. It's a feeling that is supposed to be a rude shock, a physical manifestation of the alienation of modern life, of a city where neither fellow humans nor god have any relation to us at all.
To me, it is a wonderful feeling. It makes me feel alive, vibrant, part of something, in a way that mere companionship, wonderful as it is, cannot. Alone in a crowd, one is a cell in the city's meta-organism.