I've certainly made many friends through work, but in my experience a for-profit workplace is an artificial environment with a lot of distorting incentives that make it more challenging to establish genuine friendship.
Sometimes I do wonder how much of this is the fault of skewed incentives of the workplace, versus just a paradox of human interaction. We think we're developing friendships by spending a lot of time with people, without realizing that time spent is of a transactional nature rather than furthering some connection. I spend a lot of time with coworkers, therefore a feel close to them. However, when asked, I realize I know almost nothing about them below the surface.
In any case, I can appreciate that forming friendships at work can be more challenging. But I do believe many people (including myself) have done this, and when it works it can be incredibly powerful and make work much more enjoyable.