No, I never believe we always have to be productive. Sometimes some relaxed moments are very important for life. But if you feel like your alone time is turning into loneliness, you are not feeling good during the alone time; then you can think about make it productive. Let's see how!
Alone time is the best time to have productive thoughts. You can make a plan for your next day or even your future. You can think about practicing deep thoughts about life, or just try to recall your day to find what you need to do or not next.
Do something that adds value to your life in a positive way. It can choose to exercise, meditate, or do something else. Make sure to not increase your boredom and you will find many activities to do.
Do something creative, interesting, or what your life. You can start a new hobby, do something you wanted to do for a long, something interesting like doing music or painting or something you may like.
Whatever you do, just keep in mind that you shouldn't force yourself if you are enjoying your alone time. Try to make it productive if you think you are just killing time and can make this time to add more to life. Also what I have said earlier, don't be lonely during your alone time. Do something productive so it makes your life more meaningful.
Don't think negatively about alone time. Rather, we should be actually grateful that we can have this because many can't even have this even they have every other thing. So feel positive about it and make it productive if you feel that way.