ALLAHSWT tells us in the qur'an that we should not take Christians and Jews as our friends.
O ye who believe! Take not the Jews and the Christians for your friends and protectors: They are but friends and protectors to each other. And he amongst you that turns to them (for friendship) is of them. Verily God guideth not a people unjust.] (Al-Ma’dah 5: 51
So, why come is this? If we think for a moment about what being muslim entails we can easily see why this is. As Muslims our religion is a lifestyle. Our lifestyle is VERY different from others. Yes, they could be a nice person, but still they are not muslim and they do not believe in ALLAH.
If you know salaat is about to come up you don't have that friend that will remind you to pray, or if you have a problem with lowering your gaze your friend can't tell you to stop looking and talking to men. Its small things.
As Muslims, we should surround ourselves around good people who are strong,practicing Muslims.
Oh, it can be hard to find some good Muslims, but nonetheless its important to do so.
Just recently, I have befriended a Muslimah who lives close to me and we eat suhoor together, break for iftar, and are good friends. We both talk about the same thing. As Muslims, its very difficult to have non-Muslim friends and to expect your iman or faith in ALLAHSWT to increase if you're hanging out with someone who do not believe in ALLAH.