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WEBMISTRESS speculates:
According to interviews, Dave Stewart modified from Stevie's journals the lines "Everybody loves you / but you're so alone / Everybody knows your name / but you can't find your way home / No one really knows you / I'm the only one" to be about himself and former lover/musical partner in the Eurythmics, Annie Lennox. Of course, for Stevie, this was about Lindsey. Indeed, she states quite openly that this song is about Lindsey in multiple interviews; no speculation required there.
Stevie and Lindsey met when they were teenagers, and as Stevie herself said in Lindsey's Behind the Music, she loved him for the right reasons; she loved him before he was famous. The same is true for Lindsey. He loved Stevie before she was adored by millions, a sex symbol, an icon. He loved the insecure young girl fighting by his side to realize what at times seemed to be an impossible dream: success in the music business. "His plan for her", according to Stevie, was more than a musical partnership: it was marriage, children, a life together. Fleetwood Mac ruined all of that (although one wonders if Stevie ever would have been the type to settle down - maybe "she was so not that girl" regardless).
After their breakup in 1976, Lindsey might have looked over at Stevie and thought that even though she was involved with other men, she was still "alone" emotionally. Certainly she never found someone whom she was was able to build a life with. In that sense, he might have felt she never really had a center, a home, despite her fame.
We see her lift a verse practically wholecloth from Not Make Believe, the one that begins with "it isn't just that we cause each other such pain." It functions the same way here as it does there: expressing the difficulty of performing with Lindsey and re-opening old wounds. Still, at night, she thinks of him, thinks of his voice. "No voice of a stranger could play that part." Despite everything, despite the tensions that exist to this day, he is irreplacable; at the same time, their differences are irreconcilable. No wonder "it [breaks] her heart."