That sounds like how my efforts to socialize have gone as well. I think sadness is a reasonable response and not something wrong with you, but I know that doesn't help figure out how to change things.
I'm in the place now where I've withdrawn from many things, focusing on family and work instead. There was a brief glimmer of hope for a bit that there might be people who wanted to spend time with me here where I just moved to, but then it didn't really work out.
However, this time while dealing with things is when I found WP, and things have felt a lot better here. So maybe I just needed to find more of my own people rather than trying to fit in with others.
I also unexpectedly found someone of like spirit to talk to which has been an immense help, so things can turn around as quickly as they fall apart. But of course it's endlessly frustrating when you have no control or estimation over when.
I hope things get better for you soon, or at least that you can find comfort somewhere if they don't.