A lot of Christians do, in my limited experience, tend to find that their closest friends are other Christians. This is only natural, as they are connected by the close bond of unity and fellowship which comes from being in the body of Christ, the global church. It is also actively encouraged much of the time, as it is rightly pointed out that the negative influence non-Christians tend to have on a Christian is greater than the positive influence of the Christian. In the words of JC Ryle,
The good go down to the bad, and the bad do not come up to the good.
Is this why so many Christians struggle to be living out the experience which the apostle Paul spoke of in 1 Thessalonians 2:8, sharing not only the gospel with the people around them, but also inviting them into their lives? I realise this is a broad brush stroke, but do Christians struggle to share the gospel in a personal and meaningful way because they are afraid of making close friendships with unbelievers? I would suggest some do.
I can testify that at university I have found it far easier to make Christian friends, even when I have naturally got on better with a non-Christian. It is a source of constant pain to me that I have so few close friendships outside of my various holy huddles. Having said this, God is gracious, and He is pleased to bless me with a number of friends who do not know the gospel, and He is strengthening my friendships with them. It is my prayer that I will grow in my love for God so that I may be able to love them more, sharing not only the gospel but my life.