The last 2 years, I've attended a Pride Event in Tacoma, WA. It's the oddly named "Out in the Park." I say oddly named because it actually takes place on closed-off streets. (I think years back they did have this in a park, and the name just sort of stuck out of tradition, inertia, laziness, whatever.) It came as a bit of a surprise that I missed it. For some reason, I was thinking it might be next weekend. Then, I checked late yesterday afternoon, and noted the date was July 9. Although, to be honest, I had been giving some thought to skipping this year. Ultimately, it really didn't leave me feeling very connected to the LGBT world. It didn't do anything to give me possible resources to help me. And I frankly got tired of how many hands were stuck in my direction, expecting to be crossed with silver. Or, to be more accurate, the modern paper equivalent. All in all, I can't say that I particularly regret missing Pride. But...a small part of me does in that it may be the one and only chance for LGBT interaction in 2016. Apart, that is, from a grocery store clerk I know who A) knows I'm gay, and B) is an LGBT woman. I suppose I have other interactions, like other grocery store clerks who are LGBT, but aren't officially out to me...but I don't count that. Maybe I'll go next year... Then, again, maybe not...
I feel that way too sometimes. My city does not have pride and the only public event we have is a monthly lgbt night in a local bar. Like you said, I don't think I get much out of going there (it is mostly gay guys with a few lesbian couples here and there and it is on a weekday night when I am exhausted) but a part of me always feels bad if I don't go because it is the only lgbt interaction I have in real life.
I think this is case for many folks who come out late in life- friendships are already formed. There should be a welcome wagon for homos! In my area there is a group of older guys that hosts BBQs - but I only found out about them by going to an LGBT center event and meeting people. Sadly you just have to keep throwing yourself out into the world.
I've often been underwhelmed by pride events, so I don't feel too bad about missing one. I think going alone to a pride event is a bad idea any way. Maybe some people have good experiences going alone, but if you didn't have a group of friends who were excited about going and keeping you in the loop about the pride event, then you probably didn't miss an awful lot any way. My personal way of keeping in touch with the lgbt community is using gay mens' saunas. They're better than gay clubs because there are no women around, it gives me an all male environment to chill out in and chat with whatever guy takes my fancy.