Welcome to SR.
Moving to a new city, newly sober, must have been a challenge, so congratulations!
So you are saying the only way to gain a close relationship, to know someone more intimately, is to engage in alcohol-centric activities? I find that hard to fathom. I think all you will gain from that is casual relationships and acquintances with drinkers.
The way to make friends is to be a friend. Ask one of your newly acquired casual friends to a movie, or lunch, or to some activity in the next town over. Talk. Reveal the desire for a closer friendship.
Deeper relationships are forged by being open to them and opening yourself up to closeness...not by alcohol.