There are a variety of reasons why I don't play online multiplayer.
The main one is that my internet sucks, and I don't want to be a burden to anyone else. I've tried online play with other games, and everytime I had to drop out because I was causing everyone else to lag. In Supreme Commander, my ping reached quintuple digits, which at the time I didn't even know was possible. I think it peaked at around 15,000.
Another reason that I don't play online is that I hate to lose. I know that you'll say that losing helps you learn how to be better, etc, etc, but admit it, losing sucks. I used to play soccer, and my team had about 5 seasons where we lost every single game. We tried to learn from our mistakes, learn from the better team, etc, but we still got crushed every game 9-0. Losing is just not fun, no matter how much you learn from it.
I also always turtle. It doesn't matter what the game is, or how well turtling actually works, I always do it. In Supreme Commander I turtled so much that you could throw 5 experimentals at me, and they would all be dead in 10 seconds. I've never been able to pull off those rushes that other players can, so I turtle instead. Of course turtling doesn't work very well with Sins, so I'd probably just hurt whatever team I'm on.
Finally, I love the giant, epic battles with capital ships/super units, etc (depending on the game). In the few SupCom games I managed to play online, I hated how it was just a race to see who could spam the most tech 1 stuff the fastest. I wanted the massive battles with multiple experimentals duking it out and nuclear missiles flying every where. From what I've heard about Sins multiplayer, most people only build one or two capitals and everything else is frigates. I love my capital ships, and I almost always have all 16.
Maybe when Entrenchment comes out and I get a better internet connection I'll give it a try, but until then I'm sticking with single player.