I actually made the same experience. During my MSc, it took the Dutch students in my class about 6 months to recognize me and actually say hello or talk to me. However, once you get to know them more, they are usually really nice.
I also found that it helps if you ask them along to something you were going to any way. I threw a party for the people in my class at the end of my year in the Netherlands, and they all came, had a good time and said they would have really enjoyed doing something like that earlier. They are just shy, I guess, but really friendly once you do get to know them. So maybe if you try to be a bit more outgoing they will open up... Good luck!