Well, of course you keep trying.
Keep pushing your friends. Don't ask if they want to 'do something'...instead, decide on something to do and see if they want to come along. Then you can practice your leadership. Even if they don't want to, you've tried to make the assertion. Then, go do it anyway.
If you're going to busy yourself (and you should, because we enrich our lives by being active, by doing and exploring and learning), do it with things you enjoy. Or explore new things to see if you enjoy them. I said I worked 30 hours of overtime a few weeks ago. I didn't do it because I had to, or because I need the money (though, I do like the money)..I did it because I love my job and going to work is a joy for me. But, there is another side to that sword: a flavor often tasted soon becomes bland, and there are many courses on the table. Tonight I was out with my girlfriend and they called to see if I could come in for coverage. I politely declined, which I haven't done for a while. But it was the right thing to do at the time.
Two years ago I realized that I didn't really have enough interesting, fun hobbies. I got in to my schedule at my new job and all I did with my off time was come home, sleep, browse 4chan and play video games. I realized that watching the rest of the world turn was the epicenter of my depression. Video games were fine, and 4chan is fine, but I had no variety, and it was crippling me. It limited me as a person. It gave me very little to share with other people. It gave me no room to grow.
The second best thing I've done in these two years was to buy a mountain bike. Boom, like that. Did some research, "sure, sounds good", went to the bike shop...talked to the guy, and bought one. Had never been mountain biking...but it was worth it because I wanted to try it just because.
And...I love it. Not only do I love it, but it's healthy for me, challenges me...and as it turns out, my new Captain bought a bike when he moved up here, and now we have plans to go riding. He doesn't like me because I brown-nose...he likes me because I make myself capable, and I have a zest for life that made me try this new thing. And because of that, we have the potential for a friendship outside of work.
Build a zest for life, involve yourself in new things. It will attract people. It takes a seemingly long time to actually build the foundation, but you can do it. Just be persistent.
Things are hard. Things will never actually be easy. You need to have something to fall back on...a significant other really isn't it. As humans, they are fallible and they may not support you. They may become -unable- to support you. We need a 'sanctuary', of sorts, within ourselves. Religion is a common solution to this and this need is at the base of religion and faith. Cycling was the second best thing I did for myself; the first best thing was opening myself to the possibilities of my forefathers, that which held them strong through countless hardships and abject horrors, which has survived deliberate attempts at obliteration by the most powerful people in the world. It works for me. It has made me stronger, as it has hundreds if not thousands of others.
I'm not going to preach to you or tell you what to do in this regard, unless you want me to tell you more in which case all you have to do is ask. But, as I said, there are a thousand ways to wal mart and there are a thousand ways to anchor yourself and have a last line of defense against hardship, stress, and outright despair. Whatever it is for you, however complex or simple it need be, find it. Don't let fear guide the decision. But explore, think, and find it.