Why do we have to join in a mining pool?

[Sendo12]

At first, we would think that mining alone would be profitable because of course, you wouldn't have to share the rewards with thousands of other people. BUT that is, if you would be the one to solve the hash first. When you mine alone, you are competing with thousands of people, most of whom are part of a mining pool. Unless you have better hash power than those pools, then mining won't be profitable for you.