Why don’t my parents trust me alone?

It may be because you either seem depressed to them or have tried to commit suicide or acts of self harm before and they knew about it. I don't know exactly what is happening in your life, so I can't say for sure

Maybe their own parents didn't trust them alone as well when they were about your age and now they shift that distrust to you, as their child. It is very frequent for parents to emulate some behaviors with their children. Maybe you haven't yet proven yourself capable of being alone. Regardless of what the reason it, if you believe you can be alone without your parents then I suggest you talk with them, explaining why you deserve that vote of trust while assuring them you will not disappoint them. Trust is built upon time and proven with concrete actions and behaviors.

My parents also didn't trust me to be alone, especially when I was still a teenager. There's still so much trouble I could have gotten into, and they just wanted the best for me. It took me time to finally consider their side of things and to come to understand their protectiveness of me. It took me a long time to understand where they were coming from. Sometimes, we have to take the time to consider the other party's point of view and maybe even walk in their shoes before we can truly understand how they behave and ultimately act.