Well, Lonely is one of the worst Nature Palossand can have since, it boosts attack (when it's better in SpAtk), and decreases Def (its highest base stat). As far as I know, no one would use it competitively, but since its shiny, it's definitely a nice thing to have.
Well, along with this nature, Palossand is already a very slow Pokemon, so this Palossand, regardless if you use it as a sweeper, tank, or status user, it will not benefit your team in any way. Definitely keep it in your PC, but I wouldn't recommend using it.
Hope I helped! :)