As mentioned above, it's expected that you be friendly and try to get along with everyone. And if your lab/cohort ever has social events (lab parties, dinners out, etc.), or if people make a point of inviting you to spend time with them, then you should make an effort to go - partly just out of politeness, and partly because there really are advantages to having friends in your program. It can make conferences more enjoyable (and help you cut costs by splitting hotel rooms etc.) Senior grad students in your area can be an amazing resource for guidance and advice, especially people who are in your lab. And of course, having a friend or two in your classes can be extremely helpful, since you can help each other study and work out anything you don't understand.
But if you're happier doing those things on your own, then by all means! There's certainly no obligation to hang out with your labmates all the time or befriend everyone in your cohort. Don't make yourself annoyed and uncomfortable by spending time with people if you don't want to.