Many people don't know how to approach someone they never talk to, unless as stated that if it's someone that a friend knows and starts to talk to while you're with the said friend. There could be many factors that come into play, and unfortunately some that aren't always pleasant.
- Your body language (image) gives you a closed out look. If you give always give a straight or angry looking face, slouch, have arms crossed, look down or make minimal eye contact with others, it gives a message that indicates you are not wanting to be bothered, therefore unapproachable.
- You may appear different in some way and that can make people become hesitant to approach. Could be different type of style in clothing, hairstyle, features that are different, etc. As shallow as that is, if it's easily identified then you will get different responses. If you can't or not willing to change any of said features, build the confidence to make yourself approachable which may have to give all the more reasons for said person to do the approaching.
- If you appear occupied or engaged in the event that's taking place, this doesn't leave you open to have people think you can strike random conversation with them. Pay attention to your surroundings more often and be open for anyone to talk.
That's all I can think of for now. These are general suggestions as to the possibility of why someone may not approach you often... I can even say it as experience, too.
Women being the first to talk to guys or not is also subjective. Certain cultures may embrace for the men to do the approaching and then the women engage once approached. In societies not so gender-strict, it could just have a lot to do with the character that the surrounding people display. In a society where we're reliant on technology to communicate, it's making it harder for people to know how to do the basics of greeting and personal interaction. If the events that you attend to are mostly for the audience to listen, this could also play a role as to why not many will take part in conversation and just want to listen to the message(s) given in sermon or whatever.