From this extract titled "Rower's High"

Physical exercise is known to stimulate the release of endorphins, creating a mild sense of euphoria that has rewarding properties. Using pain tolerance (a conventional non-invasive assay for endorphin release), we show that synchronized training in a college rowing crew creates a heightened endorphin surge compared with a similar training regime carried out alone. This heightened effect from synchronized activity may explain the sense of euphoria experienced during other social activities (such as laughter, music-making and dancing) that are involved in social bonding in humans and possibly other vertebrates.

That might explain why it's much easier to train hard on an ergo (and keep coming back for more!) at our Spin sessions than on your own.