I....I have the same problem, so for starters, just know that you're not alone!

For me, it has to do with a myriad of fears. If you want to find out for yourself what exactly your fears might be all about, just go through a list kinda like this:

Fear of abandonment - do you fear that once people get to know you, they will leave you? So, in a way now you try to preemptively protect yourself from the pain of separation and good-bye by not engaging at all or only engaging with people who will shortly leave anyway, which doesn't allow for a deep connection to build?

Fear of rejection - do you maybe fear that once there is a connection people will finally discover your true self, which happens to be full of flaws? This would also tie into the fear of abandonment, because ultimately, the discovery of your potential flaws and the consequent rejection would lead to abandonment by others.

Fear of intimacy / fear of vulnerability / fear of betrayal are also possible fears that might keep you from making long lasting, deep connections.

Have you ever had your trust broken by someone you loved? Have you lost a loved one at an early age maybe? Have you experienced early abandonment? Have you ever felt betrayed or left out by people of trust (parents, guardians, teachers?). Are there any relatives in your family who also struggle with loneliness and isolation? A grandmother maybe? Sometimes fears can be passed down the ancestral line (in a transgenerational way).

These are things I would consider. In the meantime, hang in there and keep doing what you're doing because that already sounds like a lot of good stuff.