I mean, who else could they talk to that would understand what they've been through?
A shrink? :P
But it's not like they KNOW they're part of a small but very special club. Even if there's up to a dozen of them potentially still kicking around in the early twenty-first century, not all of them would know that the Doctor would even still be alive. Heck, of the companions whom we know left him while on Earth in the late twentieth or in the new series, most of them would've known him as an elderly man and not know he could renew himself. And even after THAT, most of them seemed okay with NOT having anything to do with aliens and monsters and watching the Doctor defeat 'em.
Quick list of potential former companions who could still be around, not counting the passing of the actors who played them:
- Ian and Barbara
- Ben & Polly
- Martha & Mickey
- Donna & Wilf
Narrow that down by people who could potentially want to keep fighting the good fight, and list is actually pretty short...