We try to be out of sight, and ear-shot, of anyone else when we camp. We are around too many people all the time in our normal lives, so the solitude is very enjoyable. Plus, we like to plink with our .22 pistols. I don't want to disturb others with our plinking. Yes, we pick up our brass.
For those who feel the desire to camp near someone else when you are out there, are you really camping close to someone who would protect you? Or, is there a possibility they may see you as an opportunity to take advantage of you, in one way or another? I think the "proximity for peace-of-mind" reason may be whistling past the graveyard. Most of the time, there will be no problems. But, there are bad apples out there. I feel safer when there is no one around.