You might think you do (I disagree) but there are different kinds of social skills. The appearance of having friends is not evidence that you know how to BE a friend, and belonging to a group does not mean that you are a good friend. The reasons can be something else - that you have a part to play in that group and you keep playing it. If you don't know you are playing a part then it's easy to carry on but if you feel like you are not being yourself then the interactions can seem hollow. Also, making or joining a wider group like a sport team requires different behaviour than being in a small group of maybe 4 people, which is again different to being a friend to just one person. Most people seem to know what it is to be a good friend to just one person and sometimes it can take a while to find people of a like mind who want to put the effort into being a good friend back again.
I found the whole friends thing hard at school, I did anything I could to fit in with the girls I liked and consequently I worried more about what other people thought of me than making sure I liked and was good to myself. For Joe and others who don't find it easy either, once you are out of the forced school setting you may feel better when you are not forced to be near people who don't appreciate or understand you. I work at a uni and see ALL sorts of different people going about their work and study, so if you end up in a place like that I think you will find more people of a like mind and the chances of forming a friendship or 2 will be much greater. Doesn't mean you absolutely will find the perfect friend because lots of people still let you down, and then there's work (some idiots there that have to be tolerated), but when you can pick your surrounding people it's better.