I've dealt with this same thing since moving to Indiana. I've made some cycling friends, and friends at my gym but outside of a few exceptions that really hasn't gone beyond the activities. When I have made closer friends here they have moved away.

For me I think much of it is my age, my somewhat eccentric personality, and almost everyone I know is married, and most of those have children. They are very busy and when married couples socialize it is typically with other married couples, not single women. Also, outside of my cycling friends, pretty much everyone I know is quite sedentary,it is rare that I meet someone who shares my interests and I get pretty excited when I meet someone who does!

While I do have friends here, there really isn't anyone locally I would call truly a close/best friend, and I've been here a full decade. I like the idea that IndySteel and GLC1968 mentioned, I tend to over-think things and allow such opportunities to pass. I need to stop that