I didn't read Jennifer's long post yet, simply because I wanted to reply to the OP while my thoughts were fresh. I'll go back and read her reply after I post this because I know I'll probably identify with it in some way, shape, or form (always seems to be the case).
Anyhow, what I wanted to say was that as an "sx" myself, I tend to get really deep really fast. I learn a lot about the person very quickly (so long as they are allowing it and there is a connection). It's like I'm a coal miner with a hard-hat and a flashlight, digging as deep as I can looking for "the good stuff". But, if there's no real connection, it just kind of fizzles out. This can happen for a number of reasons:
(a) The other person isn't open, so it's like I'm hitting a brick wall and I can't go any deeper. At this point it begins to feel like one of those "superficial", surface-only, "how's the weather" relationships. There's nothing good to talk about.
(b) Our interests don't really mesh. I met an ISFJ once and we began hanging out all the time. Lots. But, after about 2 months, I just realized that we had almost zero in common. What she wanted to talk about and what I wanted to talk about were almost always 2 different things. N/S played a role in this as well, but it was like digging and digging, but never finding any coal. Doesn't mean she wasn't interesting or unique, it's just that we failed to connect, time and time again.
(c) After getting to know them, it becomes obvious that I won't be able to give them what they want. I have a fairly new friend (a guy) who I started hanging out with. Cool guy. I enjoy his company, he's an NT like me, and so we get along quite well. I can do a lot of "digging deep" because he is a wealth of information. Full of knowledge. But, I'm beginning to see that he wants me to "fill a role" in his schedule, in his agenda. He wants me to be "on board" with everything he is doing. And he gets frustrated when I'm not. And that puts a certain strain on me. So, I don't stop being his friend. I just back up a bit; I slowly retreat and take the friendship back down a notch, if you will. Being an "sx", I want my "deep friendships" to be a "10" on a scale of 1 to 10. So, he and I got to the point to where I'd consider it maybe a 6 (it was just starting to get interesting - possible future business partner, a lot of things we could do together to help each other out in various areas of life, etc, not to mention fun to hang out with). But, now it's like I've taken it back to a 4 or 5. Because the closer I got, the deeper I dug, the more he demanded out of me that I wasn't comfortable fulfilling. If I was OK fulfilling the demands of the friendship, I'd continue to move forward. But, if I'm not, I have to scale it back to a level that is comfortable for me.
Sometimes you dig deep and you find some gems in there, but then sometimes you foresee that it can't quite continue to work as well as you had hoped. You can see potential problems, you can see certain reasons the two of you will butt heads, etc. So, you can't go any deeper. You have to kind of stop the coal-mining operation right there and determine whether you'd like to be this person's friend at a "5 out of 10 deepness level", or if it's better to "journey on". If I begin to "journey on", and they show initiative and make it known that they'd like to remain friends and they see value in our friendship, then that can reel me back in a bit and I'll be a loyal friend. We're a strange breed, I know.