I think much of it goes back to the utter lack of care in writing the females to begin with. They started us off with Lori (perceived as a naggy whore), Andrea (perceived as a bitchy dumbass who didn't even know to take the safety off of her gun), Carol (a weakling who allowed her husband to push her around), and Jacqui & Amy, who were there just to get killed off.
In season 2, we gained Maggie (who was pretty cool, but also initially portrayed as being emotionally volatile), Beth (also emotionally volatile, and tried to kill herself), and Patricia (who we only really saw when the menfolk needed looking after).
Season 3 finally gave us a kickass in Michonne, who was portrayed as untrusting and suspicious (and rightfully so), without any of the shitty qualities that the writers gave all the other females. She tends to bond more with the men, though, because of her personality (can you imagine Michonne doing the men's laundry or making them dinner? HA!). We only really got to know Sasha in season 4, and she seems pretty cool so far (although I've noticed a far amount of people saying she's useless and can die, for whatever reason?!), Tara seems decent, and we don't know much about Rosita yet.
When you look at how the women were written for the first couple seasons, it's actually really misogynistic and disgusting. It's not surprising that the women characters weren't really bonding when they aren't really characters to begin with - they're filler. Thank goodness they seem to be improving that in the more current seasons.