Interpretation 1
It is not immediately clear whether this refers to a later point in time when the crowd has left and Jesus is left alone with the twelve (Gould1), or whether this verse portrays a moment of rest, during which Jesus sailed some distance farther on the sea during a break in his instruction. The latter interpretation is supported by the fact that they immediately crossed over the sea after the day of the parables, so that there was then not a tranquil occasion for a further discussion (see Mark 4:35–41). It is also supported by the fact that Jesus explains only the parable of the sower. The parables that he utters thereafter are addressed again to the crowd (Mark 4:33–34) and he explains them separately to his disciples at a later point (Mark 4:34). Thus, it is likely that Mark 4:10 portrays a break during the time that Jesus speaks in parables.2
Interpretation 2
Mark 4:10 tells us that those around him came to Jesus when he was alone. We do not know if this was after he had told all the parables and the crowds had left to go home or some other time. Presumably, they only came to Jesus after he had finished telling all of his parables since otherwise he would not be alone.
10 And when he was alone, those around him with the twelve asked him about the parables.