This always has worked out pretty naturally for me. I do a lot of work travel and events so you do get close and build relationships with people -- some can even become friends and I'd not be a fan of some way where you never allow yourself to make friends with people you spend 1/3 of 5/7 days with.
Even the people I'm close with and worked for years with I don't call them in a crisis or share super personal stuff -- Maybe the answer is you don't depend on them or have them depend on you for anything.