Yeah I used to feel like that "why don't they just ask me this, or invite me to this, or include me in this, etc" but then I realized when someone actually does reach out you end up feeling akward and either wanting more from them or shutting off because you don't know how to handle it. It's a way of coping, blaming it on them for our lack of social skill. They could initiate everything and be the most bent over backward person in the world to accomodate you and we'd probably still end up acting cold and isolated.
But what exactly is social anxiety? It’s the experience of apprehension or worry that arises from the possibility, either real or imagined, that one will be evaluated or judged in some manner by others.