I do not think it is important to become close to work colleagues. In fact, there are two big disadvantages of becoming friends with co-workers.
First, having little professional distance between co-workers can interfere with work because it creates the same kinds of expectations that friends have of each other. Moreover, friends sometimes fight. This could cause problems in the workplace. Of course, keeping good relationships with everyone is important, but becoming friends is something different.
Second, if you spend too much time with your co-workers, it may become difficult to have a complete personal life. It is refreshing and fun to do something away from your workplace. Friends outside of work will help you do that and also open up your life to other possibilities.
For these reasons, I think it is not a good idea to become close friends with our co-workers.