I'm pretty sure he created the Super Good Advice after he escaped from the Vault of Glass. I think seeing Kabr go crazy from loneliness is the reason he made it, so he never had to travel alone, like Kabr.
Also, he could have been talking to the rest of Kabr's fireteam (six went in), but those other three could have been wiped from existence. Basically, he only looked like he was talking to himself because the people he was talking to never existed.
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I love the lore behind the Vault of Glass. It is unparalleled in the Destiny universe. -For reasons just like that.