A supervisor cannot risk a personal relationship (even the hint of any impropriety) with an employee. As an employee, you just need to go in and do your work. You can be polite and distantly friendly, but anything beyond that puts the supervisor in an uncomfortable position. When you don't take their hints to keep your distance, what can end up happening is that they get angry or behave in a manner to push you to keep your distance. Supervisors cannot be your friend.