I honestly thought the exact same as you. My entire life all my best friends were guys. We went everywhere together as a group. We did everything from bulding forts in the woods, playing poker, and playing basketball together and grew up together as good friends and I honestly thought that is all we were. Until, of course it was revealed at my 5yr highschool reunion that every single one of them had a crush on me, that they actually got into fist fights over it and made wagers as to "who would get me". Yes, it was a shock to say the least. I mean I knew a couple of them had expressed feelings to me, as well as having to punch one in the mouth when he kssed me without permission, but when I found this out, I lost hope in the male/ female pure friendship. I do believe females can become friends with males easily, but I think it is more difficult for males to do the same, and keep it that way. I still am friends with them, they are like brothers to me, but I do know that to them it was about more than friendship from their end. I had similar experience in college and from coworkers as well, where I thought we were friends, then they express they want more than that. I do not think that is a "vanity" issue, but rather a solemn realization.
From my perspective on this, I think it would be nice to have friendship with males without them having " other feelings" about it, I am just being forced to accept the fact that if it exists, it is a very hard thing to find.