The nature of the ego itself is such that it is only capable of sensing itself as separate from everything else. The ego is the "I" thought (or dualistic mind), basically. In true subjective reality, the "I" thought does not even exist, because to be an "I" you have to be separate from All That Is, no matter whether you identify "I" to be your body, mind, consciousness, awareness, or even God.
Your true nature is that which senses the "I", that which is aware of "I". It is not the "I", which is the ego. And at that level, which is consciousness itself, indeed we are all connected and One.
There is no way to prove whether other people have egos or not, because by definition your ego is only capable of knowing itself. To sense what is beyond, the ego has to give itself up (which it fights and resists to the death, literally). But I think it's highly egocentric (
) to think that you're the only one with an ego
Though I do want to ask, why do you think a reality with only you as "real" is more empowering than a reality where everyone else is as real as you are? Is that motivation fear-based or love-based? I ask that because I used to feel the same way, and it was really because I was afraid of being hurt.