Thank you for the reply.
I think part of the problem may be the arena as you state the people may be the issue, it might actually just be the situation. The other thing to consider is some people are just plain not personable. Some people keep their guard up for a long time when meeting new people, and many people instantly assume things(whether correct or incorrect) about new people simply because its easier for them to label.
I will give an example from this past week. I operate a small business in the automotive appearance trade. A great customer of mine, who I have started a friendship(we will call him A) with brought in a friend of his(we can call him B) because we were to quote and restore a vehicle of his. Now after talking with A and (I thought) B for a few minutes, B had to leave, and A was leaving to. I basically said great to see you again to A and expressed my gratitude for his business to B, said "it was great to meet you" - B's response: "OK". He literally said "OK", as I told him it was nice to meet him.
So its pretty clear to me that the world really isn't a high percentage place for great friendships sometimes, its just too far out of the realm of personal comfort of heck, even in some cases, simple etiquette to reciprocate.
I grew up with a lot of female friends myself, I never had an issue with being friends with some of the women that were initially attracted to me. Though with men, those who may not be secure in themselves, that may be an issue(not with you, with them) in that they are perfectly fine giving up a good relationship of friendship if the other person isn't showing that same attraction.
What about taking something from a workout class a step further. Maybe after a class, see if one of the ladies in the class wants to partner up for weight training on a separate day of the week. It would benefit both of you for keeping schedules as well as extra work involved.
Another thing is, if you find an opening, just see if someone wants to grab lunch. I really don't think its anything with you, though I think its just the arena you are in and the fact that some people stay IN the comfort(like you are doing) until they have a reason to open up a bit.
I am an exercise physiologist by formal education, spent a lot of time in sports and human nutrition and at one point, developed major friendships in my early college years with the guys I used to train with and eat with. It made things much easier knowing we were all on the same page - but of course aside from a few of us, not everyone was comfortable enough to just say "lets go here, a group of males, and get dinner" - everyone would just say "lets get food" because they weren't comfortable enough to change it or even bring it up - though of course they joined in and we ate and trained together. It was a major comfort issue, and until someone showed everyone else it was ok, everyone was a bit hesitant to say something until the ice was broken.