From the nature of your post, I'm guessing that you moved to Japan as an adult. Making new friends as an adult in a new community is difficult in any country.
That said, you may also have made things especially difficult for yourself.
「They even told me to tell them if I have any problems. And when I do tell them, I feel like they become less and less interested chatting with me. Why offer this when they don’t really want it? (PS: It’s not about monetary problem, it’s about relationship and cultural advise).」
Again, not knowing your former friends, I can only guess, but it's possible when they offered to help you with problems, they weren't aware of the sort of problems you would come to them with. Though I wasn't born in Japan, I've lived here for 15 years, and I'm trying to put myself in their shoes, i.e. if I met someone who was new to Japan and we became friends.
I'd probably say something like "Let me know if you have any problems, and I'll be happy to help you out," but I'd probably be envisioning things like "I'm having trouble signing up for smartphone service," "How do I tell the hairdresser to cut my hair a certain way?", or "I'm lost! How do I get from Station A to Station B?"
But on the other hand, if they came to me with "I'm having trouble with my boyfriend," that might be a larger, and more personal, problem than I expected I'd have to deal with. If you haven't known each other that long, and the friendship isn't that deep yet, they might feel uncomfortable or unsure about commenting on your love life, even at the level of saying "Yeah, your boyfriend was wrong/he should do what you're asking him to do" or "I know you're a wonderful person, and I'm sure you'll find someone who'll give you the love you deserve just as you are."
"But they said to tell them if I had 'any' problems!" you might say, but if it's outside what they imagined, they might not be prepared for it. Like, even if I told someone I'd help them with "any problems," I wouldn't expect the to then ask me to donate my kidney, and if they did, I might distance myself from them socially/emotionally, since I don't think I'd be able to supply the intensity of friendship they're looking for.
「It’s not about monetary problem, it’s about...cultural advise.」 Again, I'm having to guess here, but I haven't been part of too many conversations where someone says "I just arrived in this country and I need advise about this part of the culture that I absolutely love!"
Generally, when new arrivals are seeking cultural advice, it's about some aspect of the culture that they find unpleasant, unnecessary, or illogical. There's nothing wrong with feeling that way, but it's important to bear in mind that all cultures are a group-decided affair. Japanese culture is the way it is because of how people in Japan generally act. So if you're saying, for example "People in Japan are too focused on work! I told my boss I had a date, but he asked me to work overtime anyway! It's so strange!", the very fact that that sort of thing happens in Japan means there's a chance that the person you're talking to DOESN'T think it's strange.
"Yeah, I'd be unhappy if we still had work to do but one of my coworkers dashed out of the office right at quitting time too," they might be thinking. So they have to sit there and listen to you make what, is to them, an unfair complaint, and then possibly explain why they think it's not strange afterwards. Sure, that might be an interesting cultural debate to some people, but not everyone is in the mood to justify the cultural norms of their country on a regular basis when they're spending time with "friends."
「They wouldn’t teach me anything,」 Again, I'm trying to put myself in their shoes. If I was in the U.S. (my home country) and met a person from Japan who regularly came to me looking for advice about cultural difficulties they were experiencing, I'm not sure how strong our friendship would be. I'm not saying I wouldn't try to help them out, but I don't think I'd think of them as "Hey, it's my good buddy Hiroshi!" if Hiroshi was regularly coming to me with problems. Instead, I'd start to think of him as someone who needs help, and if I felt like our friendship was new/casual enough that his problems were too large or numerous for me to help with, I might start calling him less and also avoiding his invitations to hang out if I felt like getting together was going to turn into another session of me explaining the reasons for some aspect of U.S. culture he doesn't like very much.
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