Regardless of intent there are commercial realities that exist within the context of a company that may never be present in a non-work relationship. This has varying degrees of impact on the nature of the relationship itself and may not present itself until you are at your most vulnerable.
I find that a collegial environment with shared goals and responsibilities can be equally rewarding as non-work relationships even if we all have some level of underlying self-interest at heart. Our day-to-day interactions can also be made more pleasant if we are not constantly reminded of the at times competitive, zero-sum, structure of professional engagements.
At a team level your colleagues may be your friends but one shouldn't conflate professional relationships with personal ones.