Men of the world, as you and I are, don’t make friends; and we are fools for our pains.
 William Makepeace Thackeray, The Luck of Barry Lyndon (1844). copy citation

Context

“on the contrary, if he select the animal properly, he will choose such a one as shall be no bar to his pleasure, but a comfort in his hours of annoyance. For instance, I have got the gout: who tends me? A hired valet, who robs me whenever he has the power. My wife never comes near me. What friend have I? None in the wide world. Men of the world, as you and I are, don’t make friends; and we are fools for our pains. Get a friend, sir, and that friend a woman—a good household drudge, who loves you. THAT is the most precious sort of friendship; for the expense of it is all on the woman’s side. The man needn’t contribute anything.” source