My dds, aged 7 and 5.5, play almost entirely with each other and no other children outside of school. In school they interact and play with other children, but outwith school they never ask to have others round to play, or to visit other children. I do sometimes ask other children round to play, but tbh most of the time they end up just playing with each other and leaving the other child out!
At this point I must say that there isn't really a lot we can do about it - because of where we live there are no planned activities I can take them to, to mix with other children, and though I can ask children over to play, there doesn't seem a lot of point if they are not interested. I'm not worried about it per se, but should I be? I'd be interested to hear from other people who played a lot with their sibling as a child and whether they felt it affected their social development.