Yes, it’s possible to feel lonely while you’re married. Because “to feel lonely” might mean a thousand different things: lack of physical affection, lack of emotional bonding, lack of intellectual stimulus, lack of ability to coordinate and do stuff together… and only some of those are fulfilled by a romantic relationship. (A good relationship should fulfil more of them, but you won’t get the full package ever.) And often the other person doesn’t have time for you, even if they’re trying their hardest to be a good mate.
That said, it doesn’t seem to me that he feels lonely, but rather that he feels frustrated with something. As people said perhaps therapy would do him good.