Just found a quote from
Strokes of Genius by L. Jon Wertheim:
"Given the nature of a rivalry, there are limits to how close a friendship [Federer and Nadal] can forge. Asked if he and Federer are friends, Nadal demurs: 'My friends are from Majorca, the ones I went to school with when I was five years old. My English can improve, and so you know it can be tough to have a very close friend because of my English.' Then: 'For sure we have a good relationship. We always talk a lot.'"
Seems like the cultural boundary makes Rafa a little hesitant. Don't know about Roger himself, I wouldn't be surprised if he said they were friends.
Weird... I always thought Federer and Djokovic spent Sunday afternoons hitting at the local park together and sipping lemonade. I'm sure Federer just loves to hang out with Novak's family, too. Pretty sure they called him a "King" once.