it is more a case of my characters are the kind who do not take interest in others until they feel like it

The traitorous Hero does not care about anyone really and just wants to kill heroes due to jealousy and discrimination...
The DemonBeast is pretty loyal and will only take note of someone who advances on his master
The DemonLord is taking a nap, he will get all talkative and interactive after he wakes up fully
The lost elf, well she is not a big fan of bugs 

[b]but as our GM said it so nicely they talking amongst themselves first, before interacting with others[/b]

They a tight knit group they not going to interact with the others right away, that would be out of character for them...

Think if you entered a strange large room, got told a bunch of heroes are coming to kill you, and you against heroes your focus will mainly be on the heroes... though when the DemonLord wakes up he would be more curious about what is actually going on...

sorry I did not make super social characters, I got social ones but they would not be very good in battle

Preparing my reply, might only post later or tomorrow...