the reason why a lot of women, myself included, prefer to "fish" out of their sea of friends is because women simply take longer to develop investment and attachment, even real attraction, typically.
i've said this already a few times here, but my favorite analogy for "male attraction" vs. "female attraction" is the swimming pool. typically, when guys decide they're attracted to a woman, they tend to just jump in the pool.
women on the other hand, tend to start from the shallow end. they inch into the pool, with their attraction and investment typically deepening with their time and experience/exposure to the guy.
this of course is generally speaking. and of course, there are all kinds of reasons why women might say "friends first" as well. previous relationship hurts and baggage make people wary. as does age/time, and having more to "lose". lack of confidence. and who knows what else.
but i'd say, don't assume the worst if a woman stresses the desire to be "friends first". and for the guys, if you really want to woo a woman, be a good friend to her. not smothering, but consistent and available. it's a great way for her to see your virtues and other attractive qualities in a manner that isn't putting her on the spot or forcing some decision.
in the past, i've been asked out by guys who i didn't really have any attraction for, but later got to know them through church or in a friendly, non-threatening way and found them to be a LOT more attractive. it's funny how that works. : )