I would imagine that the chances of a lone ship surviving the trip would be pretty high. Big ocean.
While there might have been safety in a convoy, there sure was no security. In reading about some of the larger convoys they took days to assemble and move out. Plenty of time for spies and careless talk to tip off the enemy.
Convoys traveling on well publicized routes and slow speeds make tracking and intercepting a bit easier than trying to find one lone cargo ship making its own way.
I imagine, like in many things in life, there were advantages and disadvantages of traveling in convoy and alone.
If you were found, traveling alone would not be such a good thing... but you have to be found first.
