Not always. All the top Americans are friendly with Larissa Iordache and I think the British team. (ETA: There is at least a lot of InstaChatSnapping now that indicates more friendly relations than in the past)
Money might also be a factor. For figure skating, this is the moneymaker. The chance to get more sponsors. For skiing especially and snowboarding, showing up here is basically a charity move. The tours/world cup are are where they make their money. And with luxury good European sponsors and gorgeous fit athletes, there are enough sponsors to go around for the top group. If figure skaters were on a month's long tour with weekly competitions and big money flowing, the group dynamics might change.