Roosh had a really good article arguing against living alone as a bachelor and in favor of staying with your parents. His main points, if I remember correctly, were that living alone makes commiting sexual sins far easier, and that living alone makes you weird, because when you live alone you start doing things like talking to yourself, and you slowly become socially uncalibrated.
Frankly, there's just no need to move out if you're single. It's a large waste of money. Despite that, if you feel that you need to do it in order to prove to yourself that you're an adult, then that's perfectly fair and you should probably go for it, at least for a year or two. Especially if you live in a culture that stigmatizes living with your parents, I think it can function as a rite of passage of sorts and make you more comfortable with yourself, seeing with your own two eyes that you are perfectly capable of providing a roof for yourself and doing everything yourself.