We get to choose our good friends, so you can choose whom you like. It is impossible to be good friends with everyone we meet - people simply don’t have enough time or emotional resources - so choices are going to have to be made on some basis.
If you wish to only have Catholics, or Republicans, or fans of the Philadelphia Eagles, or runners, or unmarried people etc as your good friends, that’s your prerogative. Obviously if you made these choices you’d be doing it because you see a benefit to it: shared interests, less criticism of your own preferences, etc. You will also have to deal with the risks and costs of your choices, such as that you might miss out on a really cool person who didn’t fit your screening criteria, or that you might need to end a friendship when someone’s interests or preferences change.
The reality is we all make choices about friendships and we have all had friendships that came to an end, sometimes painfully for one or both persons, when the shared criteria on which the friendship was based wasn’t there anymore. This is part of life. It’s not anything bad. Those who insist we need to be good buddies with the whole world are ignoring the reality of a friendship being something special, not something you have with every human being.
However, you still need to be kind, generally friendly and socially inclusive to those who don’t fit your “close friends” criteria. If you have a party and your friend Jessica Catholic wants to bring her new boyfriend Joe Lutheran to the party, you wouldn’t tell her Joe couldn’t come because he’s not Catholic, or spend all evening treating him coldly because he’s not Catholic. If your next-door-neighbors are Muslim but otherwise friendly, you should still be neighborly with them although you might not be inviting them over for dinner. Of course, if any of these people act toxic by mocking your Catholicism or otherwise disrespecting you, then it’s perfectly okay to be more distant going forward.